Abstract
We introduce an innite dimension completely stationary ergodic Markov chain; investigate its properties; establish a sucient condition that the Markov property of a Markov chain is preserved by its induced multi-state sequence and nally derive the limiting distribution of the sum of the Markov chain. It is the simplest, nontrivial, innite dimension Markov chain which possesses all the nice properties - stationarity, irreducibility, positive recurrency, aperiodicity, : : :, etc.
Citation
Y. H. Wang. Lingqi Tang. "A COMPLETELY STATIONARY MARKOV CHAIN WITH INFINITE STATE SPACE." Taiwanese J. Math. 1 (4) 517 - 525, 1997. https://doi.org/10.11650/twjm/1500406126
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