Chap. 3. Discrete time Markov chains

30 abril 2013, 13:00 • Manuel Cabral Morais

3.3 Classification of states; recurrent and transient states (from Definition 3.33)

3.4 Limit behavior of irreducible Markov chains (until Example/Exercise 3.58)

Exercises: 3.35, 3.42, 3.48, 3,57(b), 3.58