V. S. Lugavov, “On some class of functionals on transitions of Markov chain”, Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform., 2012, Volume 12, Issue 2,Pages <nobr>61

JOURNALS // Siberian Journal of Pure and Applied Mathematics // Archive

Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform., 2012 Volume 12, Issue 2, Pages 61–82 (Mi vngu120)

On some class of functionals on transitions of Markov chain

V. S. Lugavov

Kurgan State University, Kurgan, Russia

Abstract: The distributions of functionals on transitions of Markov chain are obtained.

Keywords: finite homogeneous Markov chain, functionals for Markov chains.

UDC: 519.217.2+519.214.6

Received: 13.11.2011

Fulltext: PDF file (323 kB)
References

English version: Journal of Mathematical Sciences, 2014, 198:5, 580–601