Abstract
Consider a finite Markov process {Xn} described by the one-step transition probabilities
In describing the transition probabilities in the above manner we are adopting the convention that (0)0 = 1 so that the states 0 and M are absorbing, and the states 1,2,···,M-1 are transient.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献