On a class of non-homogeneous Markov chains-Reference-Cited by-同舟云学术

On a class of non-homogeneous Markov chains

Published:1982-11 Issue:3 Volume:92 Page:527-534
ISSN:0305-0041
Container-title:Mathematical Proceedings of the Cambridge Philosophical Society
language:en
Short-container-title:Math. Proc. Camb. Phil. Soc.

Author:

Cohn Harry

Abstract

AbstractSuppose that {Xn} is a countable non-homogeneous Markov chain and

If converges for any i, l, m, j with , then

whenever lim , whereas if converges, then

where and . The behaviour of transition probabilities between various groups of states is studied and criteria for recurrence and transience are given.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference14 articles.

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