Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.

Abolnikov, Lev, and Dukhovny, Alexander. "Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.." Journal of Applied Mathematics and Stochastic Analysis 4.4 (1991): 333-356. <http://eudml.org/doc/46686>.

@article{Abolnikov1991,
author = {Abolnikov, Lev, Dukhovny, Alexander},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {discrete Markov processes; generating functions; invariant probability measure},
language = {eng},
number = {4},
pages = {333-356},
publisher = {Hindawi Publishing Corporation, New York},
title = {Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.},
url = {http://eudml.org/doc/46686},
volume = {4},
year = {1991},
}

TY - JOUR
AU - Abolnikov, Lev
AU - Dukhovny, Alexander
TI - Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1991
PB - Hindawi Publishing Corporation, New York
VL - 4
IS - 4
SP - 333
EP - 356
LA - eng
KW - discrete Markov processes; generating functions; invariant probability measure
UR - http://eudml.org/doc/46686
ER -