Evaluation of Certain Probabilities Associated with a Class of Markov Chains

Abstract

Two formulae are derived for ratios of limiting probabilities for a class of finite homogeneous Markov chains. The class consists of chains obtained by a generalization of Bernoulli random walk with reflecting or absorbing barriers. These chains are closely related to problems of testing hypotheses with finite memory. The formulae are recursive in nature and hence much easier to use than classical methods.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1973
Accession Number
AD0775279

Entities

People

  • Bruno O. Shubert

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • California
  • Classification
  • Coefficients
  • Equations
  • Integrals
  • Markov Chains
  • Operations Research
  • Polynomials
  • Probability
  • Random Walk
  • Sequences
  • Stationary
  • Test And Evaluation
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.