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Ergodicity and Stability of Multidimensional Markov Chains

✍ Scribed by Borovkov, A. A.


Book ID
118226768
Publisher
Society for Industrial and Applied Mathematics
Year
1991
Tongue
English
Weight
547 KB
Volume
35
Category
Article
ISSN
0040-585X

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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