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Representation of denumerable Markov chains with multiple states by weighted circuits

Published online by Cambridge University Press:  14 July 2016

S. Kalpazidou
S. Kalpazidou*
Affiliation:
Aristotle University of Thessaloniki
*
∗Postal address: Department of Mathematics, Aristotle University of Thessaloniki, 54006 Thessaloniki, Greece.
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Abstract

The constructive solution to the problem of representing a strictly stationary Markov chain ζ with a countable infinity of r-sequences (i1, i2, · ··, ir), r > 1, as states by a class of directed weighted circuits is given. Associating the chain ζ with its dual chain η having reversed states and the same transition law, a connection with physical laws that govern diffusion of electrical current through a directed planar network with r-series-connected nodes is shown.

Keywords

STATIONARITYROLLING-CIRCUITS
Type
Research Papers
Information
Journal of Applied Probability , Volume 26 , Issue 1 , March 1989 , pp. 23 - 35
Copyright
Copyright © Applied Probability Trust 1989 

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References

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