Abstract

The purpose of this paper is to present a geometric theorem which provides a proof of a fundamental theorem of finite Markov chains.The theorem, stated in matrix theoretic terms, concerns the asymptotic behaviour of the powers of an n by n stochastic matrix, that is, a matrix of non-negative entries each of whose row sums is 1. The matrix might arise from a repeated physical process which goes from one of n possible states to another at each iteration and whose probability of going to a state depends only on the state it is in at present and not on its more distant history.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.