Abstract

7tk = {kXr,rO} (k=1,2) be two independent Markov chains defined on the same finite state space S = {1, ..., s}. Let pij(O) (1 0}. From the positive regularity of 7 it is concluded that pr (N < oo) = 1. The following example, using the ideas of Schmitz & Siiselbeck (1983), is a counterexample for the termination property. Let s = 3 and 0 40 70 3 9 -9

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