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Limiting second moments for transient states of Markov chains

Published online by Cambridge University Press:  14 July 2016

H. P. Wynn
H. P. Wynn*
Affiliation:
University of Kent at Canterbury
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Abstract

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.

Keywords

MARKOV CHAINSTRANSIENT STATESPOISSON ARRIVALS
Type
Short Communications
Information
Journal of Applied Probability , Volume 10 , Issue 4 , December 1973 , pp. 891 - 894
Copyright
Copyright © Applied Probability Trust 1973 

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References

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