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Invariant Vectors of a Nonrecurrent Markov Matrix

Part of: Markov processes Special classes of linear operators

Published online by Cambridge University Press:  20 November 2018

S. R. Foguel
S. R. Foguel*
Affiliation:
Hebrew University Jerusalem, Israel
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Abstract

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Let P be an irreducible Markov matrix. Assume:

We study conditions for such a matrix to be nonrecurrent. If P is nonrecurrent we study the invariant vectors of P (invariant column vectors and invariant row vectors).

MSC classification

Secondary: 47B99: None of the above, but in this section 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 32 , Issue 3 , 01 September 1989 , pp. 352 - 359
Copyright
Copyright © Canadian Mathematical Society 1989

References

1. Chung, K. L., Markov chains with stationary transition probabilities, Springer-Verlag, 1960.Google Scholar
2. Foguel, S. R., Harris operators, Israel J. Math., vol. 33, 1979.Google Scholar