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Décomposition de L-matrices et probabilités stationnaires. (Decomposition of L-matrices and steady states probabilities). (French) Zbl 0718.60075

A decomposition theorem for some L-matrices is stated. This theorem gives an efficient way for computing steady states probabilities of Markovian processes. A key technique is to prove that some submatrices are M- matrices.
Reviewer: J.Pellaumail

MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60G10 Stationary stochastic processes
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