The stationary probability density of a class of bounded Markov processes

Abstract

In this paper we generalize a bounded Markov process, described by Stoyanov and Pacheco-Gonźlez 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. © Applied Probability Trust 2010.