Return Time Probability Distribution of a Finite Markov Chain
B. Praba, R. Sujatha · International Journal of Innovative Technology and Exploring Engineering · 2019
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.