Ukrainian Mathematical Journal

, Volume 21, Issue 3, pp 253–262 | Cite as

Difference equations and Markov chains

  • V. P. Gatun
  • A. V. Skorokhod


Markov Chain Difference Equation 
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Literature cited

  1. 1.
    A.N. Kolmogorov, “Analytical methods in probability theory,” Usp. Matem. Nauk, No. 5, 4–41 (1938).Google Scholar
  2. 2.
    A.Ya. Khinchin, Asymptotic Laws of Probability Theory [in Russian], ONTI (1936).Google Scholar
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    M. Kac, “On some connections between probability theory and differential and integral equations,” Proc. Second Berkeley Symp. on Stat. and Probability, Berkeley (1951), pp. 189–215.Google Scholar
  4. 4.
    E.B. Dynkin, Markov Processes [in Russian], Fizmatgiz, Moscow (1963).Google Scholar
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    A.N. Kolmogorov, “Markov chains with a denumerable number of states,” Byull. MGU1, No. 3, 1–16 (1937).Google Scholar
  6. 6.
    Chung-K'ai-lai, Homogeneous Markov Chains [in Russian], Mir, Moscow (1964).Google Scholar
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    T.A. Sarymsakov, Fundamentals of the Theory of Markov Processes [in Russian], GITTL, Moscow (1954).Google Scholar
  8. 8.
    G.L. Doob, Probabilistic Processes [Russian translation], IL, Moscow (1956).Google Scholar
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    H.A. Hunt, “Markov chains and Martin limits,” in: Mathematics [a collection of Russian translations], Vol. 5, No. 5 (1961), pp. 121–149.Google Scholar

Copyright information

© Consultants Bureau 1970

Authors and Affiliations

  • V. P. Gatun
    • 1
  • A. V. Skorokhod
    • 1
  1. 1.Zhdanov Metallurgical Institute, Institute of MathematicsAcademy of Sciences of the Ukrainia nSSRUSSR

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