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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Bibliografski detalji
Glavni autor: Kemeny, T. G.
Format: Knjiga
Jezik:Undetermined
Izdano: New Jersey D. Van Nostrand 1960
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
Opis
Sažetak: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.