An Explorative Method to Study Markov Chain Structure

TALLINNA POLÜTEHNILISE INSTITUUDI TOIMETISED
TRUDY TALLINSKOGO POLITEHNICHESKOGO INSTITUTA
S E R I JA A	Nr. 464	1979
UDK 518.9:65.012

J.E. Mullat

An Explorative Method to Study Markov Chain Structure (pdf)

A Markov chain analysis method has been described. The method is based on the Markov chain transformation into a monotonic system and on a separation of kernels from the transformed chain.