1. Markov evolution
To explain the notion of discrete-time Markovian evolution, one of the basic concepts is that of the transition operator, giving the probability law of the state of a random system at time (n + 1), given its state at time (n). In the case of a countable state space, this notion is reduced to that of the transition matrix, which we begin by specifying.
1.1 Transition matrices
Let E be a countable set.
Let denote the set of applications of E in ...
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Markov evolution
Classification of Markov chains
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