ON MARKOV CHAINS WITH THE STRONG RATIO LIMIT PROPERTY,

Abstract

In this memorandum the authors contribute to the theory of Markov chains as follows: The probability that a particle moving according to a recurrent random walk is in a given finite set at some time long after the starting time is proportional to the number of points in that set. This property is not true for all random motions, and it is a matter of some interest in probability theory to know for what systems an analogous result is true. Some conditions are established under which there is an analogous result.

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1965
Accession Number
AD0610315

Entities

People

  • J. H. Folkman
  • S. C. Port

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Markov Chains
  • Mathematics
  • Particles
  • Probability
  • Random Variables
  • Random Walk

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.