Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.
Abolnikov, Lev ; Dukhovny, Alexander
Journal of Applied Mathematics and Stochastic Analysis, Tome 4 (1991), p. 333-356 / Harvested from The Electronic Library of Mathematics
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Publié le : 1991-01-01
DOI : https://doi.org/10.1155/S1048953391000254
EUDML-ID : urn:eudml:doc:46686 
@article{00026424,
     title = {Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {4},
     year = {1991},
     pages = {333-356},
     doi = {10.1155/S1048953391000254},
     zbl = {0745.60069},
     language = {en},
     url = {http://dml.mathdoc.fr/item/00026424}
}

Abolnikov, Lev; Dukhovny, Alexander. Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.. Journal of Applied Mathematics and Stochastic Analysis, Tome 4 (1991) pp. 333-356. doi : 10.1155/S1048953391000254. http://gdmltest.u-ga.fr/item/00026424/