The forward and backward rotational decompositions of Markov chains

被引：2

作者：

Kalpazidou, S

Tzouvaras, L

机构：

[1] Aristotle Univ Thessaloniki, Dept Math, GR-54006 Thessaloniki, Greece

[2] Aristotle Univ Thessaloniki, Polytech, GR-54006 Thessaloniki, Greece

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2001年 / 19卷 / 03期

关键词：

D O I：

10.1081/SAP-100002018

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Let xi be any irreducible or recurrent finite Markov chain. We prove that the transition probability from one state i to another state j is the difference between forward and backward rotations of the circle.

引用

页码：399 / 412

页数：14

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