On Markov chains with the strong ratio limit property

by Jon H. Folkman, Sidney C. Port

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A contribution to the theory of Markov chains: The probability that a particle, moving according to a recurrent random walk, is in a given finite set at some time long after the starting time is proportional to the number of points in that set. This properly is not true for all random motions, and it is a matter of some interest in probability theory to know for what systems an analogous result is true. The Memorandum establishes some conditions under which there is an analogous result.

This report is part of the RAND Corporation research memorandum series. The Research Memorandum was a product of the RAND Corporation from 1948 to 1973 that represented working papers meant to report current results of RAND research to appropriate audiences.

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