Markov chains and generalized continued fractions
Keyword(s):
This paper deals with a class of discrete-time Markov chains for which the invariant measures can be expressed in terms of generalized continued fractions. The representation covers a wide class of stochastic models and is well suited for numerical applications. The results obtained can easily be extended to continuous-time Markov chains.
1992 ◽
Vol 29
(04)
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pp. 838-849
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2000 ◽
Vol 31
(10-12)
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pp. 107-113
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1976 ◽
Vol 8
(04)
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pp. 772-788
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2021 ◽
pp. 93-113
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1998 ◽
Vol 10
(06)
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pp. 723-750
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1978 ◽
Vol 15
(04)
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pp. 699-706
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