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Some Asymptotic Distribution Theory for Markov Chains with a Denumerable Number of States

โœ Scribed by Cyrus Derman

Book ID
124274501
Publisher
Oxford University Press
Year
1956
Tongue
English
Weight
743 KB
Volume
43
Category
Article
ISSN
0006-3444

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Joint Distributions of the Numbers of Vi
Joint Distributions of the Numbers of Visits for Finite-State Markov Chains
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