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4 Absorbing Markov Chains

Found 2 free book(s)
1 Limiting distribution for a Markov chain

1 Limiting distribution for a Markov chain

www.columbia.edu

1.1 Communication classes and irreducibility for Markov chains For a Markov chain with state space S, consider a pair of states (i;j). We say that jis reachable from i, denoted by i!j, if there exists an integer n 0 such that Pn ij >0. This means that starting in state i, there is a positive probability (but not necessarily equal to 1) that the ...

  Chain, Markov, Markov chain

Applied Finite Mathematics - Texas A&M University

Applied Finite Mathematics - Texas A&M University

www.math.tamu.edu

vi Preface Student Aids † Boldface cyan text is used when new terms are defined. † Boxes are used to highlight definitions, theorems, results, and procedures. † Remarks are used to draw attention to important points that might other- wise be overlooked. † Titles for worked examples help to identify the subject. † Chapter summary outlines at the end of each chapter …

  Mathematics, Applied, Finite, Applied finite mathematics

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