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Volumn 33, Issue 3, 1996, Pages 623-629

The censored markov chain and the best augmentation

Author keywords

Augmentations; Censored Markov Chain; Stationary probabilities

Indexed keywords


EID: 0030489811     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200100063     Document Type: Article
Times cited : (57)

References (14)
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    • GIBSON, D. AND SENETA, E. (1987) Augmented truncations of infinite stochastic matrices. J. Appl. Prob. 24, 600-608.
    • (1987) J. Appl. Prob. , vol.24 , pp. 600-608
    • Gibson, D.1    Seneta, E.2
  • 4
    • 38249038005 scopus 로고
    • Monotone infinite stochastic matrices and their augmented truncations
    • GIBSON, D. AND SENETA, E. (1987) Monotone infinite stochastic matrices and their augmented truncations. Stockh. Proc. Appl. 24, 287-292.
    • (1987) Stockh. Proc. Appl. , vol.24 , pp. 287-292
    • Gibson, D.1    Seneta, E.2
  • 5
    • 0000572102 scopus 로고
    • Equilibrium distribution of block-structured Markov chains with repeating rows
    • GRASSMANN, W. K. AND HEYMAN, D. P. (1990) Equilibrium distribution of block-structured Markov chains with repeating rows. J. Appl. Prob. 27, 557-576.
    • (1990) J. Appl. Prob. , vol.27 , pp. 557-576
    • Grassmann, W.K.1    Heyman, D.P.2
  • 6
    • 0040539256 scopus 로고
    • Computation of steady-state probabilities for infinite-state Markov chains with repeating rows
    • GRASSMANN, W. K. AND HEYMAN, D. P. (1993) Computation of steady-state probabilities for infinite-state Markov chains with repeating rows. ORSA J. Comput. 5, 292-303.
    • (1993) ORSA J. Comput. , vol.5 , pp. 292-303
    • Grassmann, W.K.1    Heyman, D.P.2
  • 7
    • 0040504321 scopus 로고
    • Aproximating the stationary distribution of an infinite stochastic matrix
    • HEYMAN, D. P. (1991) Aproximating the stationary distribution of an infinite stochastic matrix. J. Appl. Prob. 28, 96-103.
    • (1991) J. Appl. Prob. , vol.28 , pp. 96-103
    • Heyman, D.P.1
  • 9
    • 0040539257 scopus 로고
    • Systèmes markoviens et stationnaires. Cas dénombrable
    • LÉVY, P. (1951) Systèmes markoviens et stationnaires. Cas dénombrable. Ann. Sci. École Norm. Sup. 68, 327-381.
    • (1951) Ann. Sci. École Norm. Sup. , vol.68 , pp. 327-381
    • Lévy, P.1
  • 10
    • 4244103665 scopus 로고
    • Complément à l'étude des processus de markoff
    • LÉVY, P. (1952) Complément à l'étude des processus de Markoff. Ann. Sci. École Norm. Sup. 69, 203-212.
    • (1952) Ann. Sci. École Norm. Sup. , vol.69 , pp. 203-212
    • Lévy, P.1
  • 11
    • 4243423870 scopus 로고
    • Processus markoviens et stationnaires. Cas dénombrable
    • LÉVY, P. (1958) Processus markoviens et stationnaires. Cas dénombrable. Ann. Inst. H. Poincaré 18, 7-25.
    • (1958) Ann. Inst. H. Poincaré , vol.18 , pp. 7-25
    • Lévy, P.1
  • 12
    • 0013671275 scopus 로고
    • Finite approximation to infinite non-negative matrices
    • SENETA, E. (1967) Finite approximation to infinite non-negative matrices. Proc. Camb. Phil Soc. 63, 983-992.
    • (1967) Proc. Camb. Phil Soc. , vol.63 , pp. 983-992
    • Seneta, E.1
  • 13
    • 84963087438 scopus 로고
    • A new method of approximation in Markov chain theory and its application to some problems in the theory of random time substitution
    • WILLIAMS, D. (1966) A new method of approximation in Markov chain theory and its application to some problems in the theory of random time substitution. Proc. Lond. Math. Soc. 16, 213-240.
    • (1966) Proc. Lond. Math. Soc. , vol.16 , pp. 213-240
    • Williams, D.1
  • 14
    • 0040504320 scopus 로고
    • Approximation of the invariant probability measure of an infinite stochastic matrix
    • WOLF, D. (1980) Approximation of the invariant probability measure of an infinite stochastic matrix. Adv. Appl. Prob. 12, 710-726.
    • (1980) Adv. Appl. Prob. , vol.12 , pp. 710-726
    • Wolf, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.