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Chapter 26: Discrete-Time Markov Chains: Infinite-State

Chapter 26: Discrete-Time Markov Chains: Infinite-State

pp. 479-509

Authors

, Carnegie Mellon University, Pennsylvania
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Summary

So far we have only talked about finite-state discrete-time Markov chains (DTMCs) with M states. Now we move on to infinite-state DTMCs. For a Markov chain with an infinite number of states, one can still imagine a transition probability matrix, P, but the matrix has infinite dimension.

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