Titlebook: Markov Chains with Stationary Transition Probabilities; Kai Lai Chung Textbook 1960 Springer-Verlag Berlin Heidelberg 1960 Markov chain.Ma

吃掉

wangle

The moments of first entrance time distributionsIf . =1, then the sequence {., .≧1} determines a discrete probability distribution called the .. (For . = . this has also already been called the recurrence time distribution of . in §6.) Thus for each ., . is the moment of order . of this distribution; for .=. this is the . defined in § 9. More generally, let . be the taboo set; we write

平躺

不出名

太空

FOVEA

Further limit theoremsIn this section we give several more limit theorems about . including the central limit theorem and the law of the iterated logarithm. The state space . will now be assumed to be positive class, in fact except in Theorem 1 below the stronger assumption that .< ∞ for some and hence all . will be made.

懶洋洋

978-3-642-49408-6Springer-Verlag Berlin Heidelberg 1960

intangibility

Markov Chains with Stationary Transition Probabilities978-3-642-49686-8Series ISSN 0072-7830 Series E-ISSN 2196-9701

Exposure

GEAR

Fundamental defintionson probabilities” so that the qualifying phrase in quotes will be understood. Finally, our discussion does not differentiate between a finite or a denumerably infinite number of states so that no special treatment is given to the former case.