| Article ID: | iaor1994259 |
| Country: | Israel |
| Volume: | 29 |
| Issue: | 4 |
| Start Page Number: | 838 |
| End Page Number: | 849 |
| Publication Date: | Dec 1992 |
| Journal: | Journal of Applied Probability |
| Authors: | Hanschke Thomas |
This paper deals with a class of discrete-time Markov chains for which the invariant measures can be expressed in terms of generalized continued fractions. The representation covers a wide class of stochastic models and is well suited for numerical applications. The results obtained can easily be extended to continuous time Markov chains.