Limiting Distributions in a Linear Fractional Flow Model
Abstract
The authors examine a linear fractional flow model which can be interpreted as a Markov chain with partially controlled transition probabilities. The paper classifies the set L of limiting distributions and details several of its properties. A precise classification in a three dimensional case is presented.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1973
- Accession Number
- AD0767977
Entities
People
- Richard C. Grinold
- Robert E. Stanford
Organizations
- University of California, Berkeley