## Elements of the theory of Markov processes and their applicationsGraduate-level text and reference in probability, with numerous scientific applications. Nonmeasure-theoretic introduction to theory of Markov processes and to mathematical models based on the theory. Appendixes. Bibliographies. 1960 edition. |

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Page 12

B.

terminology of Markov chain theory, we call the conditional probability pif the

probability of a transition from the state i to the state j, and call P = (pit) the matrix

of ...

B.

**Transition Probabilities**and Markov Matrices. In order to conform with theterminology of Markov chain theory, we call the conditional probability pif the

probability of a transition from the state i to the state j, and call P = (pit) the matrix

of ...

Page 63

Another approach to the study of the

properties of the sample functions or realizations of the Markov process. For a

Markov process {X[l), t > 0} and a given state space X we denote by fi the

collection of ...

Another approach to the study of the

**transition probabilities**is based on theproperties of the sample functions or realizations of the Markov process. For a

Markov process {X[l), t > 0} and a given state space X we denote by fi the

collection of ...

Page 103

is a stationary Markov chain with

1, the matrix of

The chain denned by the above

is a stationary Markov chain with

**transition probabilities**pTM = Pu(nr) and, forn =1, the matrix of

**transition probabilities**P = (Ph(t)), i, j = 0, 1, . . . for any one t > 0.The chain denned by the above

**transition probabilities**is aperiodic, since Pu(tit) ...### What people are saying - Write a review

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### Contents

Introduction | 1 |

Processes Discrete in Space and Time | 9 |

Processes Discrete in Space and Continuous in Time | 57 |

Copyright | |

10 other sections not shown

### Other editions - View all

Elements of the Theory of Markov Processes and Their Applications A. T. Bharucha-Reid Limited preview - 2012 |

Elements of the Theory of Markov Processes and Their Applications Albert T. Bharucha-Reid Limited preview - 1997 |

### Common terms and phrases

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