A representation theorem for finite Markov chains whose states are subintervals of [0, 1].

S. Sankar Sengupta P. Czarny Ray Chow

Published in: Inf. Sci. (1971)

Keyphrases

markov chain
transition probabilities
transition matrix
finite state
steady state
markov model
monte carlo
stochastic process
state transition
probabilistic automata
markov processes
random walk
monte carlo method
markov process
stationary distribution
monte carlo simulation
state space
assemble to order systems