Augmented truncations of infinite stochastic matrices

DOI10.2307/3214092zbMath0628.15019OpenAlexW2333026788MaRDI QIDQ3764285

Eugene Seneta, Diana Gibson

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

zbMATH Keywords

augmentationstationary distributionstochastic matrixMarkov matrixlast-exit probabilitieslower- Hessenbergtruncations of infinite stochastic matricesupper-Hessenberg

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random matrices (algebraic aspects) (15B52) Stochastic matrices (15B51)

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