Factorization of the Green's operator and weak-type estimates for a random walk on a tree.
Factorization representations in the boundary crossing problems for random walks on a Markov chain.
Fill's algorithm for absolutely continuous stochastically monotone kernels.
First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.
Fixed points of two-sided fractional matrix transformations.
Funktionen homogener Markoffscher Ketten als homogene bzw. inhomogene Markoffsche Ketten
Fuzzy Markov chains: uncertain probabilities.
We consider finite Markov chains where there are uncertainties in some of the transition probabilities. These uncertainties are modeled by fuzzy numbers. Using a restricted fuzzy matrix multiplication we investigate the properties of regular, and absorbing, fuzzy Markov chains and show that the basic properties of these classical Markov chains generalize to fuzzy Markov chains.