The goal of this dissertation is to develop some classical limit theorems for the additive functionals of the homogeneous Markov chains in the special class of the so-called, Loop Markov Chains. The additive functionals of the Markov chains have t...
We present recursive algorithms to calculate invariant distributions and fundamental matrices of Markov chains specified by the "Islands & Ports'" (IP) model. The state space of the IP model can be partitioned into "islands'" and "ports". An islan...
The purpose of my research is the study of Loop Markov Chains. This model contains several loops, which could be connected at several different points. The focal point of this thesis will be when these loops are connected at one single point. Insi...
