Bibliography on Markov chains with a general state space
Zbyněk Šidák (1976)
Aplikace matematiky
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Displaying similar documents to “Existence of eigenvalues for (uaa) Markov maps.”
Bibliography on Markov chains with a general state space
On the exchanges between Wolfgang Doeblin and Bohuslav Hostinský
Laurent Mazliak (2007)
Revue d'histoire des mathématiques
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We present the letters sent by Wolfgang Doeblin to Bohuslav Hostinský between 1936 and 1938. They concern some aspects of the general theory of Markov chains and the solutions of the Chapman-Kolmogorov equation that Doeblin was then establishing for his PhD thesis.
Geometric ergodicity for a class of Markov chains
E. Nummelin, R. L. Tweedie (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Simple Markov chains
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Piecewise Markov processes on a general state space
Maria Jankiewicz, T. Rolski (1977)
Applicationes Mathematicae
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Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
Jeffrey J. Hunter (2016)
Special Matrices
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This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...