Reducing Periodicity of Fuzzy Markov Chains Based on Simulation Using Halton Sequence
Behrouz Fathi Vajargah, Maryam Gharehdaghi · Communications in Statistics - Simulation and Computation · 2014
We first introduce fuzzy finite Markov chains and present some of their fundamental properties based on possibility theory. We also bring in a way to convert fuzzy Markov chains to classic Markov chains. In addition, we simulate fuzzy Markov chain using different sizes. It is observed that the most of fuzzy Markov chains not only do have an ergodic behavior, but also they are periodic. Finally, using Halton quasi-random sequence we generate some fuzzy Markov chains, which are compared with the ones generated by the RAND function of MATLAB. Therefore, we improve the periodicity behavior of fuzzy Markov chains.