Ukrainian Mathematical Journal

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

Difference equations and Markov chains

  • V. P. Gatun
  • A. V. Skorokhod
Article
  • 33 Downloads

Keywords

Markov Chain Difference Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Literature cited

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    A.N. Kolmogorov, “Analytical methods in probability theory,” Usp. Matem. Nauk, No. 5, 4–41 (1938).Google Scholar
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    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
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    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
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    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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