15 october 2012 eurecom, sophia-antipolis thrasyvoulos spyropoulos / discrete time markov chains
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DESCRIPTION
Thrasyvoulos Spyropoulos / Eurecom, Sophia-Antipolis Assume state space: 0, 1, 2, … P ij : P{S(n+1) = j | S(n) = i} Stationary: P{S(n+1) = j | S(n) = i} = P{S(1) = j | S(0) = i} for any n p ij define a transition matrix P = 3