Abstract
Finite homogeneous Markov chains ξ, which admit invariant probability distributions, can be defined by the cycloids {\(\bar C_k \)} (closed polygonal lines whose consecutive edges have various orientations that do not necessarily determine a common direction for\(\bar C_k \)) occurring in their graphs. These Markov chains are called cycloid chains, and the corresponding finite-dimensional distributions are linear expressions on the cycloids {\(\bar C_k \)} with the real coefficients αk. Then the collection {{\(\bar C_k \)}, {αk}}, called the cycloid decomposition of ξ, gives a minimal description of the finite-dimensional distributions that, except for a choice of the maximal tree, uniquely determines the chain ξ. Furthermore, the cycloid decompositions have an interpretation in terms of the transition probability functions expressing the same essence as the known Chapman-Kolmogorov equations.
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Kalpazidou, S. Cycloid decompositions of finite Markov chains. Circuits Systems and Signal Process 18, 191–204 (1999). https://doi.org/10.1007/BF01225694
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DOI: https://doi.org/10.1007/BF01225694