Last exit times and theQ-matrices of markov chains
β Scribed by A. O. Pittenger
- Publisher
- Springer
- Year
- 1971
- Tongue
- English
- Weight
- 796 KB
- Volume
- 20
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
We show that the mean recurrence times of (countable state) irreducible and positively recurrent Markov chains are the spanning tree invariants of the first return loop systems. Then, by the Perron-Frobenius Theorem, the spanning tree invariants of the first return loop systems of a finite state Mar
## Abstract The authors consider Bayesian analysis for continuousβtime Markov chain models based on a conditional reference prior. For such models, inference of the elapsed time between chain observations depends heavily on the rate of decay of the prior as the elapsed time increases. Moreover, imp