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THE FORWARD AND BACKWARD ROTATIONAL DECOMPOSITIONS OF MARKOV CHAINS 

Authors: S. Kalpazidou a; L. Tzouvaras b
Affiliations:   a Department of Mathematics, Aristotle University, Thessaloniki, Greece
b Polytechnic, Aristotle University, Thessaloniki, Greece
DOI: 10.1081/SAP-100002018
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 19, Issue 3 March 2001 , pages 399 - 412
Formats available: HTML (English) : PDF (English)
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Abstract

Let Ξ be any irreducible or recurrent finite Markov chain. We prove that the transition probability from one state i to another state j is the difference between forward and backward rotations of the circle.
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