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Ergodic Markov chains and their applications. (Hungarian) Zbl 1062.60075

Summary: Both the Markov processes and the Markov chains play a fundamental role in the different topics of the natural sciences. Considering the Markov chains, one of the basic problems in the characterization of a system after a long time period is whether it is possible to observe any “stabilization” around a well-defined state. In this paper we analyse the scalar ergodic Markov chains. Our investigation is based on the one-step iterative methods of numerical algebra. Moreover, we give some important physical applications of the theory, too.

MSC:

60J27 Continuous-time Markov processes on discrete state spaces
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