Return Time Probability Distribution of a Finite Markov Chain
B. Praba1, R. Sujatha2
1B. Praba*, Department of Mathematics, SSN College of Engineering,Chennai, India.
2R. Sujatha, Department of Mathematics, SSN College of Engineering, Chennai, India.
Manuscript received on October 16, 2016. | Revised Manuscript received on 21 October, 2019. | Manuscript published on November 10, 2019. | PP: 2520-2522 | Volume-9 Issue-1, November 2019. | Retrieval Number: A4871119119/2019©BEIESP | DOI: 10.35940/ijitee.A4871.119119
Open Access | Ethics and Policies | Cite | Mendeley | Indexing and Abstracting
© The Authors. Blue Eyes Intelligence Engineering and Sciences Publication (BEIESP). This is an open access article under the CC-BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
Abstract: In this paper we have considered a finite discrete Markov chain and derived a recurrence relation for the calculating the return time probability distribution. The mean recurrence time is also calculated. Return time distribution helps to identify the most frequently visited states. Return time distribution plays a vital role in the classification of Markov chain. These concepts are illustrated through an example.
Keywords: Discrete Markov Chain, Ergodic Markov Chain , Limiting Distribution, Mean Recurrence Time, Return time Probability, Transition Probability Matrix
Scope of the Article: Classification