Representation of denumerable Markov chains with multiple states by weighted circuits

Representation of denumerable Markov chains with multiple states by weighted circuits

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Article ID: iaor1990260
Country: Israel
Volume: 26
Issue: 1
Start Page Number: 23
End Page Number: 35
Publication Date: Mar 1989
Journal: Journal of Applied Probability
Authors:
Abstract:

The constructive solution to the problem of representing a strictly stationary Markov chain with a countable infinity of r-sequences (i1,i2,...,ir),r>1, as states by a class of directed weighted circuits is given. Associating the chain with its dual chain η having reversed states and the same transition law, a connection with physical laws that govern diffusion of electrical current through a directed planar network with r-series-connected nodes is shown.

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