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On the Joint Frequency Distribution of Outcomes in Markov Chains with a Large Number of States

โœ Scribed by Belyaev, P. F.

Book ID
118225756
Publisher
Society for Industrial and Applied Mathematics
Year
1978
Tongue
English
Weight
812 KB
Volume
22
Category
Article
ISSN
0040-585X

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โœ Wolfgang Stadje ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 163 KB

For a discrete-time Markov chain with finite state space [1, ..., r] we consider the joint distribution of the numbers of visits in states 1, ..., r&1 during the first N steps or before the N th visit to r. From the explicit expressions for the corresponding generating functions we obtain the limiti