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An indication of the asymptotic nature of the mendelian Markov process

Published online by Cambridge University Press:  14 July 2016

R. G. Khazanie
R. G. Khazanie*
Affiliation:
University of Vermont
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Extract

Consider a finite Markov process {Xn} described by the one-step transition probabilities In describing the transition probabilities in the above manner we are adopting the convention that (0)0 = 1 so that the states 0 and M are absorbing, and the states 1,2,···,M-1 are transient.

Type
Research Papers
Information
Journal of Applied Probability , Volume 5 , Issue 2 , August 1968 , pp. 350 - 356
Copyright
Copyright © Applied Probability Trust 1968 

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References

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