Occupation Times for Markov and Semi-Markov Chains
نویسندگان
چکیده
منابع مشابه
Stopped Markov chains with stationary occupation times
Let E be a nite set equipped with a group G of bijective transformations and suppose that X is an irreducible Markov chain on E that is equivariant under the action of G. In particular, if E = G with the corresponding transformations being left or right multiplication, then X is a random walk on G. We show that when X is started at a xed point there is a stopping time U such that the distributi...
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Titles in this series are co-published with the Mathematical Sciences Research Institute (MSRI).
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1962
ISSN: 0002-9947
DOI: 10.2307/1993742