5. Markov Chains

  1. Robert Bartoszyǹski and
  2. Magdalena Niewiadomska-Bugaj

Published Online: 30 APR 2007

DOI: 10.1002/9780470191590.ch5

Probability and Statistical Inference, Second Edition

Probability and Statistical Inference, Second Edition

How to Cite

Bartoszyǹski, R. and Niewiadomska-Bugaj, M. (2007) Markov Chains, in Probability and Statistical Inference, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470191590.ch5

Publication History

  1. Published Online: 30 APR 2007
  2. Published Print: 14 DEC 2007

ISBN Information

Print ISBN: 9780471696933

Online ISBN: 9780470191590

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Keywords:

  • Markov chains;
  • transition probabilities;
  • ergodic theorem;
  • absorption probabilities;
  • stochastic matrices

Summary

This chapter contains sections titled:

  • Introduction and Basic Definitions

  • Definition of a Markov Chain

  • n-Step Transition Probabilities

  • The Ergodic Theorem

  • Absorption Probabilities