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On the construction of probability measures of finite-digit Markov chains. (English. Russian original) Zbl 0738.60064

Theory Probab. Math. Stat. 42, 23-27 (1991); translation from Teor. Veroyatn. Mat. Stat., Kiev 42, 22-27 (1990).
Summary: A method is presented for constructing probability measures corresponding to finite-digit stationary Markov chains \(\{\xi_ n, n\geq 1\}\), where the random variables \(\xi_ n\) take nonnegative integer values, and some properties of the supports of these measures are investigated.

MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
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