Properties of a walk on an ergodic Markov chain

DOI10.1007/BF01056440zbMath0663.60057OpenAlexW2031339448MaRDI QIDQ1114225

N. S. Bratijchuk

Publication date: 1988

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01056440

zbMATH Keywords

spectral propertiesergodic Markov chaindenumerable Markov chain

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Ergodic properties of nonnegative matrices. II
• Ergodic properties of nonnegative matrices. I
• A Convexity Property in the Theory of Random Variables Defined on a Finite Markov Chain
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