Letter to the Editor—Some Invalid Properties of Markov Chains

Paul J. Schweitzer
Additional contact information
Paul J. Schweitzer: Institute for Defense, Analyses, Arlington, Virginia

Operations Research, 1966, vol. 14, issue 6, 1153-1154

Abstract: Let, P A , P B , and P A P B denote the transition probability matrices of finite Markov chains A , B , and the “product chain” AB . It is demonstrated by counterexamples that the sets of recurrent, periodic, and transient states of A and B cannot be simply related to the corresponding sets of AB .

Date: 1966
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/opre.14.6.1153 (application/pdf)

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:inm:oropre:v:14:y:1966:i:6:p:1153-1154

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().