Finite Markov chains

The restriction of this book to finite chains has made it possible to give simple, closed-form matrix expressions for many quantities usually given as series. It is shown that it suffices for all types of problems to consider just two types of Markov chains, namely absorbing and ergodic chains.

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Detalhes bibliográficos
Autor principal: Kemeny, T. G.
Formato: Livro
Idioma:Undetermined
Publicado em: New Jersey D. Van Nostrand 1960
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
Descrição
Resumo:The restriction of this book to finite chains has made it possible to give simple, closed-form matrix expressions for many quantities usually given as series. It is shown that it suffices for all types of problems to consider just two types of Markov chains, namely absorbing and ergodic chains.