The Imbedding Problem for Finite Markov Chains
作者： Søren Johansen
DOI: 10.1007/978-94-010-2675-8_13
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摘要: The problem of characterizing the stochastic matrices which can occur in a continuous time Markov chain was first formulated by Elfving 1937, see [7 ] and [8 ]. mentioned Chung 1960, [ 1 p 203, last 10 years number papers have appeared.
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