An AHP matrix of the quotients of the pair comparison priorities is transformed to a matrix of shares of the preferences which can be used in Markov stochastic modeling via the Chapman-Kolmogorov system of equations for the discrete states. It yields a general solution and the steady-state probabilities. The AHP priority vector can be interpreted as these probabilities belonging to the discrete states corresponding to the compared items. The results of stochastic modeling correspond to robust estimations of priority vectors not prone to influence of possible errors among the elements of a pairwise comparison matrix.Â
AHP, Markov stochastic modeling, Chapman-Kolmogorov equations
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