Cycle Representations of Markov Processes

DOI10.1007/0-387-36081-6zbMath1113.60004OpenAlexW4210964809MaRDI QIDQ5476736

Sophia L. Kalpazidou

Publication date: 18 July 2006

Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-36081-6

zbMATH Keywords

Markov chainsMarkov processesinvariant measurescycle representationscircuit chainscycle measures

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic measure theory (60A10) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic matrices (15B51) Measures and integrals in product spaces (28A35) Markov processes (60J99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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