Markov chains and generalized continued fractions

DOI10.2307/3214716zbMath0764.60069OpenAlexW2327746554MaRDI QIDQ4031657

Thomas Hanschke

Publication date: 1 April 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214716

zbMATH Keywords

discrete-time Markov chainsgeneralized continued fractionsnumerical applications

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continued fractions; complex-analytic aspects (30B70)

Related Items (5)

Computing hitting probabilities of Markov chains: structural results with regard to the solution space of the corresponding system of equations ⋮ Computation of invariant measures and stationary expectations for Markov chains with block-band transition matrix ⋮ Birth and Death (BDP) Process Models with Applications ⋮ A generalized Jacobi-Perron algorithm for the reduction of systems of linear difference equations ⋮ A matrix continued fraction algorithm for the multiserver repeated order queue.

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