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The stationary probability density of a class of bounded Markov processes

  • Muhamad Azfar Ramli (a1) and Gerard Leng (a1)
Abstract

In this paper we generalize a bounded Markov process, described by Stoyanov and Pacheco-González for a class of transition probability functions. A recursive integral equation for the probability density of these bounded Markov processes is derived and the stationary probability density is obtained by solving an equivalent differential equation. Examples of stationary densities for different transition probability functions are given and an application for designing a robotic coverage algorithm with specific emphasis on particular regions is discussed.

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Copyright
Corresponding author
Postal address: Cooperative Systems Lab E1-03-06, Department of Mechanical Engineering, National University of Singapore, 1 Engineering Drive 2, Singapore 117576.
∗∗ Email address: g0700822@nus.edu.sg
∗∗∗ Email address: mpelsb@nus.edu.sg
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Advances in Applied Probability
  • ISSN: 0001-8678
  • EISSN: 1475-6064
  • URL: /core/journals/advances-in-applied-probability
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