𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Decomposition and construction of Markov chains

✍ Scribed by Charles W. Lamb


Publisher
Springer
Year
1971
Tongue
English
Weight
504 KB
Volume
19
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Ergodic decomposition of Markov chains
✍ CΓ©sar E. Villarreal πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 829 KB

We explicitly find the spectral decomposition, when it exists, of a Markov operator p. :fl ~ El using the asymptotic periodicity of the associated infinite Markov matrix. We give a simple condition under which an infinite Markov matrix is asymptotically periodic. We also determine the set of P'-inva