Functions of Finite Markov Chains

DOI10.1214/AOMS/1177699072zbMath0245.60052OpenAlexW1979376857MaRDI QIDQ5657465

Frederick Leysieffer

Publication date: 1967

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177699072

Mathematics Subject Classification ID

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

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Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques

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