PROPERTIES OF A CONTROLLED VECTOR COUNTABLE-STATE MARKOV CHAIN SATISFYING RECURRENT RELATIONS |
| 3 | |
| 2009 |
| scientific article | 519.21 | ||
| 152-161 | controlled vector Markov chain, essential and inessential states, cyclic subclasses, one-dimensional distributions of a Markov chain, generating function, stationary distribution |
| Invariant properties of a finite assemblage of controlled vector countable-state Markov chains are considered. Each Markov chain is given by a functional relation and a set of random variables. A full Kolmogorov classification of state space for such controlled Markov chains has been carried out. Easily verifiable necessary conditions for the existence of a stationary distribution for such controlled vector countable-state Markov chains are defined in terms of distribution parameters. |
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