Factorization of Markov chains
type: Item
instance of: scholarly article
title: Factorization of Markov chains
zbMATH Open document ID: 1074.60077
DOI: 10.1023/B:JOTP.0000020703.46248.19
published in: Journal of Theoretical Probability
publication date: 2004-08-06T00:00:00Z
review text: Let \(A\) be a (sub)stochastic \(d\times d\) matrix, with \(d=\infty\) possible. Existence of a factorization \(I-A=(I-B)(I-C)\) is proved for matrices \(B\) and \(C\) which are in particular triangular. The purpose is to solve in two steps equations \((I-A)x=g\) by recurrence. The author's paper [Sb. Math. 189, No. 12, 1795--1808 (1998); translation from Mat. Sb. 189, No.~12, 59--72 (1998; Zbl 0932.45005)] considered the case \(d<\infty\). This paper is particularly devoted to the case \(d=\infty\), with controls of the infinite sequences determined by recurrence.
reviewed by: Thierry Delmotte
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 2083456
zbMATH Keywords: stochastic matrix
zbMATH Keywords: invariant distribution
author: N. B. Yengibaryan
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2083456