A decomposition theorem for infinite stochastic matrices

DOI10.2307/3215202zbMath0845.60069OpenAlexW4252342724MaRDI QIDQ4866763

Daniel P. Heyman

Publication date: 16 September 1996

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

Full work available at URL: https://doi.org/10.2307/3215202

zbMATH Keywords

fundamental matrixsteady-state probabilitiesmean first-passage timespositive recurrent stochastic matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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