Concepedia
Stochastic Processes and their Applications · 1987 · 38 citations · 9 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesContinuous-time Stochastic ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsRandom MatricesRandom Matrix TheoryWeak Convergence Of Stochastic Processes
9
An introduction to probability theory and its applications
Journal of the Franklin Institute · 1958 · 30K citations
Natural Sciences, Mathematics, Probability Theory +11
Monotone matrices and monotone Markov processes
Julian Keilson, Adri Kester · Stochastic Processes and their Applications · 1977 · 219 citations
Engineering, Mathematics, Probability Theory +12
The Equivalence of Absorbing and Reflecting Barrier Problems for Stochastically Monotone Markov Processes
David Siegmund · The Annals of Probability · 1976 · 137 citations · Full text
Engineering, Mathematics, Probability Theory +8
Augmented truncations of infinite stochastic matrices
Diana Gibson, E. Seneta · Journal of Applied Probability · 1987 · 63 citations
Engineering, Mathematics, Probability Theory +11
Computing the stationary distribution for infinite Markov chains
E. Seneta · Linear Algebra and its Applications · 1980 · 53 citations