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Representation of denumerable Markov chains with multiple states by weighted circuits
Published online by Cambridge University Press: 14 July 2016
Abstract
The constructive solution to the problem of representing a strictly stationary Markov chain ζ with a countable infinity of r-sequences (i1, i2, · ··, ir), r > 1, as states by a class of directed weighted circuits is given. Associating the chain ζ with its dual chain η having reversed states and the same transition law, a connection with physical laws that govern diffusion of electrical current through a directed planar network with r-series-connected nodes is shown.
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- Copyright © Applied Probability Trust 1989
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