Functions of Finite Markov Chains

DOI10.1214/AOMS/1177699072MaRDI QIDQ5657465zbMATH OpenOpenAlexFDO

Authors Frederick Leysieffer

Publication date 1967

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177699072

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(1)

• Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques

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