Article contents
Limiting second moments for transient states of Markov chains
Published online by Cambridge University Press: 14 July 2016
Abstract
The set of transient states of a Markov chain is considered as a system. If numbers of arrivals to the system at discrete time points have constant mean and covariance matrix then there is a limiting distribution of numbers in the states. Necessary and sufficient conditions are given for this distribution to yield zero correlations between states.
- Type
- Short Communications
- Information
- Copyright
- Copyright © Applied Probability Trust 1973
References
- 2
- Cited by