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Published in:
1991 | OriginalPaper | Chapter
The Second Moment of the Markovian Reward Process
Author : S. Subba Rao
Published in: Stochastic Processes and their Applications
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
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In this note an m-state aperiodic irreducible Markov Chain is considered with an associated reward matrix. Expressions for the second moment of Sn, the accumulated reward in n transitions, have been obtained using elementary methods. These provide an alternative computational method compared to methods using the eigen value structure. Asmyptotic forms are also considered.