Representation of an invariant measure of irreducible discrete-time Markov chain with a finite state space by a set of opposite directed trees
A problem of finding of an invariant measure of irreducible discrete-time Markov chain with a finite state space is considered. There is a unique invariant measure for such Markov chain that can be multiplied by an arbitrary constant. A representation of a Markov chain by a directed graph is conside...
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| Format: | Article |
| Language: | Russian |
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Institute of Computer Science
2015-04-01
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| Series: | Компьютерные исследования и моделирование |
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| Online Access: | http://crm.ics.org.ru/uploads/crmissues/crm_2015_2/15702.pdf |