DocumentCode :
938095
Title :
On the invariant measures of some discrete-time Markov processes (Corresp.)
Author :
Bruckstein, Alfred M.
Volume :
30
Issue :
1
fYear :
1984
fDate :
1/1/1984 12:00:00 AM
Firstpage :
125
Lastpage :
126
Abstract :
Expressions for the moments of invariant measures corresponding to a class of discrete-time Markov processes are given. The processes under consideration assume values in 
and have stationary transition kernels of exponential type, generalizing the Rayleigh and gamma distributions. The moments of their stationary distributions, obtained by extending a method due to Wold, are given in the form of convergent infinite products of gamma functions.
and have stationary transition kernels of exponential type, generalizing the Rayleigh and gamma distributions. The moments of their stationary distributions, obtained by extending a method due to Wold, are given in the form of convergent infinite products of gamma functions.Keywords :
Markov processes; Equations; Information systems; Information theory; Kernel; Markov processes; Steady-state; Sufficient conditions; Upper bound;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1984.1056830
Filename :
1056830
Link To Document :
