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Key terms:
markov chain
probability
matrix
transition
stationary distribution
ij
finite
infty
state space
stochastic
recurrent
communicating class
markov models
transition probability
markov process
aperiodic
ergodic
irreducible
current state
transition matrix
rarr
if and only if
entropy
markov chain models
present state
stochastic matrix
stochastic process
tweedie
finite state
markov property
chain is said
satisfies
markov chain monte carlo
using markov chains
each step
row or column
rj
if the markov chain
andrey
reversible markov
positive recurrent
appendix
volatility
harris chain
cambridge university press
bernoulli scheme
transient
hitting time
scriptstyle
time steps
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