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General transition probabilities for finite Markov chains

Published online by Cambridge University Press:  24 October 2008

Marcel F. Neuts
Marcel F. Neuts
Affiliation:
Purdue University, Lafayette, Ind.
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Extract

We consider a stationary discrete-time Markov chain with a finite number m of possible states which we designate by 1,…,m. We assume that at time t = 0 the process is in an initial state i with probability (i = 1,…, m) and such that and .

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 60 , Issue 1 , January 1964 , pp. 83 - 91
Copyright
Copyright © Cambridge Philosophical Society 1964

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References

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