Properties of Markov Chains
During all of our discussion of Markov chains, we shall wish to confine ourselves to stochastic processes defined on a sequence space. We have shown that an arbitrary stochastic process may be considered as a process on a suitable Ω in which the outcome functions f n are coordinate functions. We see, therefore, that in a sense no generality is lost by discussing Markov chains in terms of sequence space.
KeywordsMarkov Chain Sequence Space Original Process Recurrent State Closed Class
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