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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&nbsp;(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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Bibliographic Details
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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