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Recurrent Chains

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

Abstract

Recurrent chains are Markov chains such that the set of states is a single recurrent class. They have the properties that \(P1 = 1,\bar H = E,\) and \({M_i}\left[ {{n_j}} \right] = \infty .\) The study of recurrent chains begins with a charac­terization of finite-valued non-negative superregular measures and functions; the reader should turn back to Sections 1-6c and 1-6d for the terms referred to in what follows.

Keywords

Markov Chain Transition Matrix Independent Random Variable Ergodic Theorem Great Common Divisor 
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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