Author:
Dudin Alexander,Kim Chesoong,Klimenok Valentina
Abstract
In this paper we consider discrete-time multidimensional Markov chains having a block transition probability matrix which is the sum of a matrix with repeating block rows and a matrix of upper-Hessenberg, quasi-Toeplitz structure. We derive sufficient conditions for the existence of the stationary distribution, and outline two algorithms for calculating the stationary distribution.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
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