A Solution to a Set of Fundamental Equations in Markov Chains

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A Solution to a Set of Fundamental Equations in Markov Chains1

If the chain is stationary, uk is the probability that at any given time the chain will be in state k. When the states are null no such set of probabilities exist since the Uk's would all be zero. However, while no probability can be ascribed to the chain being in a given state at a given time, the question arises as to whether some states are visited more frequently than others and whether rel...

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ژورنال

عنوان ژورنال: Proceedings of the American Mathematical Society

سال: 1954

ISSN: 0002-9939

DOI: 10.2307/2032250