DETERMINATION OF CLASS PROPERTIES OF A FINITE MARKOV CHAIN.
OPERATIONS RESEARCH CENTER UNIV OF CALIF BERKELEY
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A basic problem in studying Markov Chains is the determination of the class properties in each communicating class. In this paper, two algorithms for determining class properties are presented - the first algorithm finds all the class properties while the second algorithm merely finds the set of communicating classes and their classification. Extensions of these algorithms to other problems are noted and the computational efficiency of these algorithms is described. Author
- Statistics and Probability