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On a counting variable in the theory of discrete-parameter Markov chains

Author

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  • Csenki, Attila

Abstract

Let X={Xi: I=0, 1,...} be an absorbing Markov chain whose finite state space S is partitioned into n+1 subsets, S=A1[union or logical sum]...[union or logical sum]An[union or logical sum]{[omega]}, where Ai are transient sets and [omega] is the absorbing state. A closed form expression is derived for the probability generating function of the random vector M=(M1,...,Mn)T, where Mi stands for the absorption. For n=3, the probability mass function of (M1, M2)T is also obtained.

Suggested Citation

  • Csenki, Attila, 1993. "On a counting variable in the theory of discrete-parameter Markov chains," Statistics & Probability Letters, Elsevier, vol. 18(2), pages 105-112, September.
    • Handle: RePEc:eee:stapro:v:18:y:1993:i:2:p:105-112
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