Discrete-Time, Innite-State Markov Chains
James R. Kirkwood · 2015
In this chapter, we study Markov chains whose state space is countably innite.Wewillrefertotheseascountablechains.Manyoftheresultsfrom thenite-statecaseremainvalid,butnotall.OneexampleofthedifferencesisthattheMarkovchaincanconsistentirelyoftransientstatesasthe following example shows.