Markov chains

L. D. Meshalkin
Additional contact information
L. D. Meshalkin: Moscow State University

Chapter 8 in Collection of problems in probability theory, 1973, pp 107-116 from Springer

Abstract: Abstract The problems of this chapter correspond basically to §§17–20 of the textbook by B. V. GNEDENKO. Consider the sequence of discrete random variables ζ1, …, ζ n , …, We will say that this sequence forms a Markov chain if for an arbitrary finite collection of integers n 1 0; b) for all i, Σ k p ik = 1. Matrices, for which conditions a) and b) are satisfied, are called stochastic matrices.

Keywords: Markov Chain; Transition Probability Matrix; Discrete Random Variable; White Ball; Stochastic Matrice (search for similar items in EconPapers)
Date: 1973
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-94-010-2358-0_8

Ordering information: This item can be ordered from
http://www.springer.com/9789401023580

DOI: 10.1007/978-94-010-2358-0_8

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().