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On a characterization property of finite irreducible Markov chains
Published online by Cambridge University Press: 14 July 2016
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Let {Xk}, k = 1, 2, ··· be a sequence of random variables forming a homogeneous Markov chain on a finite state-space, S = {1, 2, ···, s}. Xk could be thought of as the state at time k of some physical system for which are the (one-step) transition probabilities. It is assumed that all the states are inter-communicating, so that the transition matrix P = ((pij)) is irreducible.
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