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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}

 

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