Evaluation of certain probabilities associated with a class of Markov chains
By: by Bruno O. Shubert
Contributors: Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1973
Place of publication: Monterey, California
Language: eng
Number of pages: 36
Subjects: Probabilities; Markov processes
Description: Two formulae are derived for ratios of limiting probabilities for a class of finite homogeneous Markov chains. The class consists of chains obtained by a generalization of Bernoulli random walk with reflecting or absorbing barriers. These chains are closely related to problems of testing hypotheses with finite memory. The formulae are recursive in nature and hence much easier to use than classical methods. (Author)
Notes: Title from cover.

"November 1973"--Cover.

"NPS-55SY73111A"--Cover.

DTIC Identifiers: Markov chains, random walk, finite state machines.

Author(s) subject terms: Finite Markov chains, finite-memory problems.

Includes bibliographical references (p. 34)

"Approved for public release; distribution unlimited"--Cover.

Technical report; 1973.