Some Theorems on Fundamentals of Markov Chains.
ResearchPublished 1964
An investigation of various phenomena associated with a Markov process in discrete time. Part I focuses attention on recurrent events and shows that the working time distribution is completely determined by the sequence EYn, where Yn is the time, as observed from n, that the event last took place. Criteria for the event to be persistent, transient, positive, etc., may be given directly in terms of the EY. Part II examines a particular class of null events called Beta-regular and finds various joint-limit distributions for functionals usually associated with these events. Part III extends these limit laws to situations more general than recurrent events, and these extended results are then applied to several concrete situations.
Document Details
- Copyright: RAND Corporation
- Availability: Web Only
- Year: 1964
- Pages: 43
- Document Number: RM-3985-PR
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