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A general class of Markov processes with explicit matrix-geometric solutions. (English) Zbl 0612.60057
We consider a class of Markov chains for which the stationary probability vector, when it exists, is of the matrix-geometric form. The essential step in the computational algorithm usually is the evaluation of a matrix R. We consider two general cases for which that matrix is explicitly determined.

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
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