Embedded matrices for finite Markov chains

D.A. Overdijk

Research output: Book/ReportReportAcademic

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Abstract

For an arbitrary subset A of the finite state space S of a Markov chain the so-called embedded matrix P_A is introduced. By use of these matrices formulas expressing recurrence probabilities can be written down almost automatically and derivations can be given very systematically. Keywords: finite Markov chain, embedded matrix.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages24
Publication statusPublished - 1983

Publication series

NameMemorandum COSOR
Volume8319
ISSN (Print)0926-4493

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