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On the representation of finite multiple Markov chains by weighted circuits

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  • Kalpazidou, Sofia

Abstract

In this paper circuit chains of superior order are defined as multiple Markov chains for which transition probabilities are expressed in terms of the weights of a finite class of circuits in a finite set, in connection with kinetic properties along the circuits. Conversely, it is proved that if we join any finite doubly infinite strictly stationary Markov chain of order r for which transitions hold cyclically with a second chain with the same transitions for the inverse time-sense, then they may be represented as circuit chains of order r.

Suggested Citation

  • Kalpazidou, Sofia, 1988. "On the representation of finite multiple Markov chains by weighted circuits," Journal of Multivariate Analysis, Elsevier, vol. 25(2), pages 241-271, May.
    • Handle: RePEc:eee:jmvana:v:25:y:1988:i:2:p:241-271
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