Gibson, Diana; Seneta, E. - In: Stochastic Processes and their Applications 24 (1987) 2, pp. 287-292
Let P be a positive-recurrent, stochastically monotone, stochastic matrix on the positive integers, with stationary vector [pi]. Let (n)P be an (n x n) stochastic matrix where 1, and (n)P is the (n x n) northwest corner truncation of P, and suppose (n)[pi] is any stationary vector of (n)P. We...