Occupation times for two state Markov chains
- 1 June 1971
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 8 (2) , 381-390
- https://doi.org/10.2307/3211908
Abstract
Consider first a Markov chain with two ergodic states E1 and E2, and discrete time parameter set {0, 1, 2, ···, n}. Define the random variables Z0, Z1, Z2, ···, Znby then the conditional probabilities for k = 1,2,···, n, are independent of k. Thus the matrix of transition probabilities isKeywords
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