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Markov chains and \(\lambda\)-invariant measures. (English) Zbl 0292.60118


MSC:

60J35 Transition functions, generators and resolvents
60G50 Sums of independent random variables; random walks
15B48 Positive matrices and their generalizations; cones of matrices
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References:

[1] Derman, C., Solution to a set of fundamental equations in Markov chains, (Proc. Am. Math. Soc., 5 (1954)), 332-334 · Zbl 0058.34504
[2] Chung, K. L., (Markov Chains with Stationary Transition Probabilities (1960), Springer: Springer Berlin) · Zbl 0092.34304
[3] Vere-Jones, D., Geometric ergodicity in denumerable Markov chains, Oxford Quart. J. Math., 13, no. 49, 7-28 (1962) · Zbl 0104.11805
[4] Derman, C., Some contributions to the theory of denumerable Markov chains, Trans. Am. Math. Soc., 79, 541-555 (1955) · Zbl 0065.11405
[5] Grossman, H., Am. Math. Monthly, 41, 334 (May 1934), Problem No. 3612
[6] Feller, W., Probability Theory (1960), Wiley: Wiley New York · Zbl 0118.13303
[7] Kemeny, J. G., A probability limit theorem requiring no moments, (Proc. Am. Math. Soc., 10 (1959)), 607-612 · Zbl 0231.60020
[8] Polya, G., Eine Aufgabe der Wahrscheinlichkeitsrechnung, Math. Ann., 84, 149 (1921) · JFM 48.0603.01
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