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Properties of Markov Chains

  • John G. Kemeny
  • J. Laurie Snell
  • Anthony W. Knapp
Part of the Graduate Texts in Mathematics book series (GTM, volume 40)

Abstract

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.

Keywords

Markov Chain Sequence Space Original Process Recurrent State Closed Class 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1976

Authors and Affiliations

  • John G. Kemeny
    • 1
  • J. Laurie Snell
    • 2
  • Anthony W. Knapp
    • 3
  1. 1.Dartmouth CollegeHanoverGermany
  2. 2.Department of MathematicsDartmouth CollegeHanoverGermany
  3. 3.Department of MathematicsState University of New YorkStony BrookUSA

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