Some Simple Proofs in Semi-Markoff Processes
CENTER FOR NAVAL ANALYSES ALEXANDRIA VA OPERATIONS EVALUATION GROUP
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By invoking the ergodic theorem, most of the important averages of probabilistic systems that can be represented as semi-Markoff systems can be obtained as limits of ratios, precisely as in the cases where the law of large numbers is applicable. The procedure is illustrated with several examples.
- Statistics and Probability
- Undersea and Antisubmarine Warfare