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 language | English |
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Pages (from-to) | 246-258 |
Number of pages | 13 |
Journal | Journal of Applied and Industrial Mathematics |
Volume | 3 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2009 |
Externally published | Yes |