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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 32, Fasc. 2,
pages 203 - 214
 

ON COMPLETENESS OF RANDOM TRANSITION COUNTS FOR MARKOV CHAINS. II

Agnieszka Palma

Abstract: It is shown that the random transition count is complete for Markov chains with a fixed length and a fixed initial state, for some subsets of the set of all transition probabilities. The main idea is to apply graph theory to prove completeness in a more general case than in Palma [5].

2000 AMS Mathematics Subject Classification: 62B05.

Keywords and phrases: Markov chain, random transition count, minimal sufficient statistic, complete statistic.

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