The stationary probability density of a class of bounded Markov processes
From MaRDI portal
Publication:3074490
DOI10.1239/aap/1293113147zbMath1211.60031MaRDI QIDQ3074490
Muhamad Azfar Ramli, Gerard Leng
Publication date: 9 February 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1293113147
60J05: Discrete-time Markov processes on general state spaces
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
Related Items
On beta distributed limits of iterated linear random functions, On explicit form of the stationary distributions for a class of bounded Markov chains
Cites Work
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Ergodicity of a bounded Markov chain with attractiveness towards the centre
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- The intermediate arc-sine law
- Random motions, classes of ergodic Markov chains and beta distributions
- A basic result on the integral for birth-death Markov processes
- Non-stationary, stable Markov processes on a continuous state space
- A five-parameter Markov model for simulating the paths of sedimenting particles
- Differentiation Under the Integral Sign