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Two classification theorems of states of Markov chains
Published online by Cambridge University Press: 14 July 2016
Summary
Two theorems on Markov chains, both of which already appear in the literature: the classification of the states into the set of all non-recurrent (transient) states and recurrent classes, and the corresponding classification for idempotent Markov chains due to Doob, are proved from the viewpoint of ergodic theory.
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- Copyright © Applied Probability Trust 1970