Markov Chains with Hybrid Repeating Rows - Upper-Hessenberg, Quasi-Toeplitz Structure of the Block Transition Probability Matrix
نویسندگان
چکیده
منابع مشابه
Markov Chains with Hybrid Repeating Rows – Upper-hessenberg, Quasi-toeplitz Structure of the Block Transition Probability Matrix
In this paper we consider discrete-time multidimensional Markov chains having a block transition probability matrix which is the sum of a matrix with repeating block rows and a matrix of upper-Hessenberg, quasi-Toeplitz structure. We derive sufficient conditions for the existence of the stationary distribution, and outline two algorithms for calculating the stationary distribution.
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2008
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200004071