MARKOV-CHAINS AND GENERALIZED CONTINUED FRACTIONS

被引：7

作者：

HANSCHKE, T

机构：

来源：

JOURNAL OF APPLIED PROBABILITY | 1992年 / 29卷 / 04期

关键词：

INVARIANT MEASURES OF MARKOV CHAINS; TRUNCATION PROCEDURES FOR INFINITE MATRICES; GENERALIZED CONTINUED FRACTIONS; REGULAR AND ERGODIC MARKOV PROCESSES;

D O I：

10.2307/3214716

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper deals with a class of discrete-time Markov chains for which the invariant measures can be expressed in terms of generalized continued fractions. The representation covers a wide class of stochastic models and is well suited for numerical applications. The results obtained can easily be extended to continuous-time Markov chains.

引用

页码：838 / 849

页数：12

共 21 条

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