On the asymptotic behaviour of spectral representations for Markov processes (Q3988922)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 33571
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the asymptotic behaviour of spectral representations for Markov processes |
scientific article; zbMATH DE number 33571 |
Statements
On the asymptotic behaviour of spectral representations for Markov processes (English)
0 references
28 June 1992
0 references
directed circuits
0 references
Fourier representation
0 references
0.7803380489349365
0 references
0.7619442343711853
0 references
0.7512916922569275
0 references
0.7507617473602295
0 references
A denumerable irreducible aperiodic Markov chain \(\xi\) is studied, of which each state is assumed to transit into a finite number of states. The probability flux \(p_ kp_{ki}\), represented by directed circuits with weights \(w_ c\) (this representation is called the circulation distributions in [\textit{Minping Qian} and \textit{Min Qian}, Z. Wahrscheinlichkeitstheorie Verw. Geb. 59, 203-210 (1982; Zbl 0483.60060)]) are approximated by an a.s. convergent sequence of Fourier representation by Kendall's approach.
0 references
