LIMIT THEOREMS INVOLVING CAPACITIES FOR RECURRENT MARKOV CHAINS,

Abstract

The asymptotic behavior of the quantity E(n) = The summation over all x of M(x) P sub x (V < or = n) is investigated in an irreducible, recurrent Markov chain, where M(x) is an invariant measure, and V is the hitting time of a finite nonempty set B.

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1965
Accession Number
AD0615950

Entities

People

  • Sidney C. Port

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Markov Chains

Fields of Study

  • Mathematics

Readers

  • Aerospace Engineering
  • Graph Algorithms and Convex Optimization.
  • Systems Analysis and Design