DEFINITION OF THE STATIONARY MODE OF RECURRENT MARKOV CHAINS BY THE ITERATIVE-MAJORANT METHOD |
| 4 | |
| 2009 |
| MATHEMATICAL MODELING. ОPTIMAL CONTROL |
| scientific article | 519.21 | ||
| 130-140 | recurrent Markov chain, one-dimensional distribution, generating function, stationary distribution, iterative-majorant method, nonlocal description of event flows |
| Limiting properties are studied of one-dimensional distributions of controlled vector Markov chain finite family with a countable number of states. Markov chain components are defined by some function-recurrent relation. An effective method is proposed to define sufficient conditions of existence of a stationary distribution of the whole class of controlled vector Markov chains. |
 |