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A classification of a random walk defined on a finite Markov chain

✍ Scribed by M. Newbould


Publisher
Springer
Year
1973
Tongue
English
Weight
448 KB
Volume
26
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES


Random walks on a finite oriented graph
✍ S. V. Troyanovskii; V. R. Krasheninnikov πŸ“‚ Article πŸ“… 1973 πŸ› Springer US 🌐 English βš– 291 KB
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✍ Peter Spreij πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 119 KB

In this paper we study the question of the conditions under which a hidden Markov chain itself exhibits Markovian behaviour. An insightful method to answer this question is based on a recursive ΓΏltering formula for the underlying chain.