Asymptotic behaviour of transition probability of uniform Markovian process with the finite number of states in the scheme of series

The asymptotic behavior of the transition probabilities Pij (n)(t/ɛn) for a homogeneous stochastically continuous Markov process with a finite set of states E where E can be represented in the form виде E = E0UE1U…UEr, E0 is the set of unessential states, Ek, k=1, ..., r are ergodic cla...

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Date:1992
Main Authors: Kinash , О. M., Кинаш , О. М.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 1992
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/7905
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Kinash , О. M.
Кинаш , О. М.
author_facet Kinash , О. M.
Кинаш , О. М.
author_sort Kinash , О. M.
baseUrl_str https://umj.imath.kiev.ua/index.php/umj/oai
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datestamp_date 2023-10-26T11:41:49Z
description The asymptotic behavior of the transition probabilities Pij (n)(t/ɛn) for a homogeneous stochastically continuous Markov process with a finite set of states E where E can be represented in the form виде E = E0UE1U…UEr, E0 is the set of unessential states, Ek, k=1, ..., r are ergodic classes.
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spelling umjimathkievua-article-79052023-10-26T11:41:49Z Asymptotic behaviour of transition probability of uniform Markovian process with the finite number of states in the scheme of series Асимптотическое поведение переходной вероятности однородного марковского процесса с конечным числом состояний в схеме серий Kinash , О. M. Кинаш , О. М. The asymptotic behavior of the transition probabilities Pij (n)(t/ɛn) for a homogeneous stochastically continuous Markov process with a finite set of states E where E can be represented in the form виде E = E0UE1U…UEr, E0 is the set of unessential states, Ek, k=1, ..., r are ergodic classes. Изучено асимптотическое поведение переходных вероятностей Pij(n)(t/εn) для однородного стохастически непрерывного марковского процесса с конечным множеством состояний Е, где Е представимо в виде E = E0UE1U…UEr, E0 — множество несущественных состояний, Ek, k = 1,..., r,— эргодические классы. Вивчено асимптотичну поведінку перехідних імовірностей Pij(n)(t/εn) для однорідного стохастично неперервного марковського процесу зі скінченною множиною станів Е, де Е представляється у вигляді E = E0UE1U…UEr, E0 — множина несуттєвих станів, Ek, k = 1,..., r,— ергодичні класи. Institute of Mathematics, NAS of Ukraine 1992-04-17 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/7905 Ukrains’kyi Matematychnyi Zhurnal; Vol. 44 No. 4 (1992); 574-576 Український математичний журнал; Том 44 № 4 (1992); 574-576 1027-3190 rus https://umj.imath.kiev.ua/index.php/umj/article/view/7905/9521 Copyright (c) 1992 О. M. Kinash
spellingShingle Kinash , О. M.
Кинаш , О. М.
Asymptotic behaviour of transition probability of uniform Markovian process with the finite number of states in the scheme of series
title Asymptotic behaviour of transition probability of uniform Markovian process with the finite number of states in the scheme of series
title_alt Асимптотическое поведение переходной вероятности однородного марковского процесса с конечным числом состояний в схеме серий
title_full Asymptotic behaviour of transition probability of uniform Markovian process with the finite number of states in the scheme of series
title_fullStr Asymptotic behaviour of transition probability of uniform Markovian process with the finite number of states in the scheme of series
title_full_unstemmed Asymptotic behaviour of transition probability of uniform Markovian process with the finite number of states in the scheme of series
title_short Asymptotic behaviour of transition probability of uniform Markovian process with the finite number of states in the scheme of series
title_sort asymptotic behaviour of transition probability of uniform markovian process with the finite number of states in the scheme of series
url https://umj.imath.kiev.ua/index.php/umj/article/view/7905
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