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Markov chains and generalized continued fractions
Part of
- Markov processes
- Series expansions
Thomas Hanschke
Journal:

Journal of Applied Probability / Volume 29 / Issue 4 / December 1992

Published online by Cambridge University Press:

14 July 2016, pp. 838-849

Print publication:

December 1992
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This paper deals with a class of discrete-time Markov chains for which the invariant measures can be expressed in terms of generalized continued fractions. The representation covers a wide class of stochastic models and is well suited for numerical applications. The results obtained can easily be extended to continuous-time Markov chains.

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Markov chains and generalized continued fractions