Cycle representations of denumerable stochastic matrices
作者:
S. Kalpazidou,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1998)
卷期:
Volume 16,
issue 5
页码: 895-906
ISSN:0736-2994
年代: 1998
DOI:10.1080/07362999808809568
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
Letbe a stochastic matrix defining an irreducible, aperiodic, reversible and positive-recurrent Markov chain. Letbe a partition of the circle into setsSiach consisting of finite union ofarcsAkl. Letftbe a rotation of length t of the circle and denote Lebesgue measure by λ. We generalize and prove for the matrix P a theorem (conjecture) of Joel E. Cohen (n=2), and S. Alpern and S.Kalpazidou (n≥2) asserting that any nxn recurrent stochastic matrix (rij) is given byfor some choice of rotation ft and partition {Si}
点击下载:
PDF (303KB)
返 回