Abstract
In this section we define a homogeneous Markov process with values in a finite state space. We can assume that the state space X is the set of the first r positive integers, that is \(X =\{ 1,\ldots, r\}\).
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© 2012 Springer-Verlag Berlin Heidelberg
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Koralov, L., Sinai, Y.G. (2012). Markov Processes with a Finite State Space. In: Theory of Probability and Random Processes. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-68829-7_14
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DOI: https://doi.org/10.1007/978-3-540-68829-7_14
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-25484-3
Online ISBN: 978-3-540-68829-7
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