On the invariant measures of some discrete-time Markov processes (Corresp.)

DOI10.1109/TIT.1984.1056830MaRDI QIDQ3317844zbMATH OpenOpenAlexFDO

Authors Alfred M. Bruckstein

Publication date 1984

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1984.1056830

zbMATH Keywords

stationary distributionsgamma distributionsmoments of invariant measures

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• On time-invariant realizations of discrete random processes
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• Invariant measures and evolution equations for Markov processes characterized via martingale problems
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