Markov chains and generalized continued fractions

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1992 English Publisher:Cambridge University Press (CUP)Journal:Journal of Applied Probability, volume 29, pages 838-849 (issn: 0021-9002, eissn: 1475-6072,

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Authors: Hanschke, Thomas;

doi: 10.2307/3214716

Markov chains and generalized continued fractions

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Abstract

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.

Related Organizations

IBM (United States)
United States

Keywords

discrete-time Markov chains, generalized continued fractions, numerical applications, Markov chains (discrete-time Markov processes on discrete state spaces), Continued fractions; complex-analytic aspects

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