Abstract
This chapter has been devoted to some selected special discrete-time Markov chains with wide applications including random walk, simple random walk, simple symmetric random walk, Gambler’s ruin problem as a special simple random walk, branching process, hidden Markov chains, time-reversible discrete-time Markov chains, and Markov decision processes. Some illustrative examples and problems have been provided for each special discrete-time Markov chain.
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Bas, E. (2019). Special Discrete-Time Markov Chains. In: Basics of Probability and Stochastic Processes. Springer, Cham. https://doi.org/10.1007/978-3-030-32323-3_13
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DOI: https://doi.org/10.1007/978-3-030-32323-3_13
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Publisher Name: Springer, Cham
Print ISBN: 978-3-030-32322-6
Online ISBN: 978-3-030-32323-3
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