LIANG Fengzhen. The Properties of a Class of Multidimensional Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(2): 155-158.
Citation:
LIANG Fengzhen. The Properties of a Class of Multidimensional Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(2): 155-158.
LIANG Fengzhen. The Properties of a Class of Multidimensional Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(2): 155-158.
Citation:
LIANG Fengzhen. The Properties of a Class of Multidimensional Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(2): 155-158.
The Properties of a Class of Multidimensional Markov Chains
A d-dimensional Markov chain P is produced from d irreducible onedimensional Markov chains P（k）, k = 1, 2,… d in the way of （1）. The equivalence of positive recurrence between P and P（k） is established,and the product torm for stationary distribution of P is obtained. The relationship for recurrence between P and P（k） is also discussed.
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