Limiting second moments for transient states of Markov chains
Keyword(s):
The set of transient states of a Markov chain is considered as a system. If numbers of arrivals to the system at discrete time points have constant mean and covariance matrix then there is a limiting distribution of numbers in the states. Necessary and sufficient conditions are given for this distribution to yield zero correlations between states.
1978 ◽
Vol 15
(04)
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pp. 848-851
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2001 ◽
Vol 33
(2)
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pp. 505-519
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2009 ◽
Vol 19
(1)
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pp. 95-106
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1985 ◽
Vol 22
(01)
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pp. 123-137
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Keyword(s):