Abstract
Consider first a Markov chain with two ergodic states E
1 and E
2, and discrete time parameter set {0, 1, 2, ···, n}. Define the random variables Z
0, Z
1, Z
2, ···, Zn
by
then the conditional probabilities
for k = 1,2,···, n, are independent of k. Thus the matrix of transition probabilities is
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
5 articles.
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