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
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