Skip to main content
Log in

Moments of Markov Random Evolutions

  • Published:
Ukrainian Mathematical Journal Aims and scope

Abstract

We find moments of a process of Markov random evolutions in a finite-dimensional space.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. A. F. Turbin and I. V. Samoilenko, “A probability method for the solution of the telegraph equation with real-analytic initial conditions,” Ukr. Mat. Zh., 52, No. 8, 1127–1134 (2000).

    Google Scholar 

  2. M. Kac, Several Probability Problems in Physics and Mathematics [Russian translation], Nauka, Moscow (1967).

    Google Scholar 

  3. I. V. Samoilenko, “Markov random evolutions in R n,” in: Abstracts of the International Conference on Mathematical Simulation (Lazurne, September 2–8, 1998), Kiev (1998), pp. 191–196.

  4. M. Kac, Probability and Related Topics in Physical Sciences [Russian translation], Mir, Moscow (1965).

    Google Scholar 

  5. V. S. Koroljuk and A. F. Turbin, Mathematical Foundations of State Lumping of Large Systems, Kluwer, Amsterdam (1990).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Samoilenko, I.V. Moments of Markov Random Evolutions. Ukrainian Mathematical Journal 53, 1197–1205 (2001). https://doi.org/10.1023/A:1013341602187

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1013341602187

Keywords

Navigation