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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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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Ukrains’kyi Matematychnyi Zhurnal