Augmented truncations of infinite stochastic matrices
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Publication:3764285
DOI10.2307/3214092zbMath0628.15019MaRDI QIDQ3764285
Publication date: 1987
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214092
augmentation; stationary distribution; stochastic matrix; Markov matrix; last-exit probabilities; lower- Hessenberg; truncations of infinite stochastic matrices; upper-Hessenberg
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
15B52: Random matrices (algebraic aspects)
15B51: Stochastic matrices
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