학술논문
Higher order ergodic Markov chains and first passage times.
Document Type
Article
Author
Source
Subject
*MARKOV processes
*PROBABILITY theory
*
Language
ISSN
0308-1087
Abstract
We study the relationship between ergodicity and irreducibility of transition probability tensors. We then introduce the notions of first passage times and mean first passage times, both in the tensor form, for higher order Markov chains and prove some properties of these quantities. Numerical examples are also given to illustrate our results. [ABSTRACT FROM AUTHOR]