Abstract
For simplicity, we shall identify the Markov chain X(ω)= {xn(ω),n <ζ(ω)+1} with its transition probability matrix P = (pij; i,j∈E), so P is also called a Markov chain.
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© 1988 Springer-Verlag Berlin Heidelberg and Science Press Beijing
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Zhenting, H., Qingfeng, G. (1988). Martin Entrance Boundary Theory. In: Homogeneous Denumerable Markov Processes. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-68127-1_8
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DOI: https://doi.org/10.1007/978-3-642-68127-1_8
Publisher Name: Springer, Berlin, Heidelberg
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