On the representation of finite multiple Markov chains by weighted circuits
Sofia Kalpazidou
Journal of Multivariate Analysis, 1988, vol. 25, issue 2, 241-271
Abstract:
In this paper circuit chains of superior order are defined as multiple Markov chains for which transition probabilities are expressed in terms of the weights of a finite class of circuits in a finite set, in connection with kinetic properties along the circuits. Conversely, it is proved that if we join any finite doubly infinite strictly stationary Markov chain of order r for which transitions hold cyclically with a second chain with the same transitions for the inverse time-sense, then they may be represented as circuit chains of order r.
Keywords: balance; properties; circuit; chains; multiple; Markov; chains; stationarity (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(88)90050-4
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:25:y:1988:i:2:p:241-271
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Journal of Multivariate Analysis is currently edited by de Leeuw, J.
More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().