When the transition probabilities of a Markov process are time-invariant. That is, for times s ≤ t in the time domain T, and any state x and any set A in the state space, Pr{X(t) ∈ A|X(s) = x} = Pr{X(t − s) ∈ A|X(0) = xv}. Markov chains; Markov processes.
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© 2001 Kluwer Academic Publishers
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Gass, S.I., Harris, C.M. (2001). Stationary transition probabilities . In: Gass, S.I., Harris, C.M. (eds) Encyclopedia of Operations Research and Management Science. Springer, New York, NY. https://doi.org/10.1007/1-4020-0611-X_993
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DOI: https://doi.org/10.1007/1-4020-0611-X_993
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