A NOTE ON THE RATIO OF STEADY STATE PROBABILITIES FOR ERGODIC MARKOV CHAINS.

Abstract

A new derivation is given of the result that the ratio of steady state probabilities P sub j/P sub i is equal to the expected number of times a Markov chain starting at state i is in state j before it returns to state i. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 15, 1965
Accession Number
AD0623831

Entities

People

  • Vincent Hodgson

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Markov Chains
  • Markov Processes
  • Mathematics
  • Probability
  • Steady State

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Mathematical Modeling and Probability Theory.