Special operator equations

M. M. Lavrent'ev, L. Ya Savel'ev, S. V. Balakin

Research output: Contribution to journalArticleResearchpeer-review

Abstract

The study addresses the matrix operator equations of a special form which are used in the theory of Markov chains. Solving the operator equations with stochastic transition probability matrices of large finite or even countably infinite size reduces to the case of stochastic matrices of small size. In particular, the case of ternary chains is considered in detail. A Markov model for crack growth in a composite serves as an example of application.

Original languageEnglish
Pages (from-to)246-258
Number of pages13
JournalJournal of Applied and Industrial Mathematics
Volume3
Issue number2
DOIs
Publication statusPublished - 2009
Externally publishedYes

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