Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains

Autor:	Ziteng Cheng, Tomasz R. Bielecki, Igor Cialenco, Ruoting Gong
Rok vydání:	2020
Předmět:	Statistics and Probability Work (thermodynamics) Pure mathematics Mathematics::Probability Markov chain Factorization Mathematics::Quantum Algebra Modeling and Simulation Mathematics::Rings and Algebras Type (model theory) Mathematics
Zdroj:	Stochastics. 93:130-166
ISSN:	1744-2516 1744-2508
DOI:	10.1080/17442508.2019.1708913
Popis:	This work contributes to the theory of Wiener-Hopf type factorization for finite Markov chains. This theory originated in the seminal paper [Barlow et al., Wiener-Hopf factorization for matrices, S...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::30d748c3acec00a308dfb5d72ff55fb3 https://doi.org/10.1080/17442508.2019.1708913 Zobrazit plný text záznamu