General transition probabilities for finite Markov chains
Published online by Cambridge University Press: 24 October 2008
Extract
We consider a stationary discrete-time Markov chain with a finite number m of possible states which we designate by 1,…,m. We assume that at time t = 0 the process is in an initial state i with probability (i = 1,…, m) and such that
and
.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 60 , Issue 1 , January 1964 , pp. 83 - 91
- Copyright
- Copyright © Cambridge Philosophical Society 1964
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