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scientific article; zbMATH DE number 1424148
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scientific article; zbMATH DE number 1424148 |
Statements
23 March 2000
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characteristic roots
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stationary distribution
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irreducible positive recurrent Markov chain
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transition matrix
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Toeplitz structure
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M/G/1 type chains
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G/M/1 type chains
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0.8102946281433105
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0.8048821091651917
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0.7933510541915894
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The determination of the stationary distribution of an irreducible positive recurrent Markov chain with an infinite state space is studied. The solution of such chains using roots or zeros is considered. A natural class of chains that can be solved using roots are those with a transition matrix that has an almost Toeplitz structure. The classes M/G/1 type chains and G/M/1 type chains are convenient as solution methods. In the M/G/1 case it is natural to transform the stationary equations and solve for the stationary distribution using generating functions. In the G/M/1 case the stationary probability vector is given directly in terms of roots or zeros. It is shown, how the continuous-time case can be handled. For the entire collection see [Zbl 0929.00017].
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