W. John Braun

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Heyman gives an interesting factorization of I − P , where P is the transition probability matrix for an ergodic Markov Chain. We show that this factoriza-tion is valid if and only if the Markov chain is recurrent. Moreover, we provide a decomposition result which includes all ergodic, null recurrent as well as the transient Markov chains as special cases.(More)
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