Finite non-homogeneous Markov chains: Asymptotic behaviour-Reference-Cited by-同舟云学术

Finite non-homogeneous Markov chains: Asymptotic behaviour

Published:1976-09 Issue:03 Volume:8 Page:502-516
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Adv. Appl. Probab.

Author:

Cohn Harry

Abstract

The paper is concerned with aspects of the behaviour of the products of finite stochastic matrices, the methods used in the proofs being of a probabilistic nature. The main result of the paper (Theorem 1) presents a general picture of the asymptotic behaviour of the transition probabilities between various groups of states. A unified treatment of some results of non-homogeneous Markov chain theory pertaining to weak ergodicity is then given.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference18 articles.

1. Products of indecomposable, aperiodic, stochastic matrices

2. Finite Non-Homogeneous Chains

3. On the historical development of the theory of finite inhomogeneous Markov chains

4. The final ?-algebra of an inhomogeneous Markov chain with a finite number of states

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bibliography;Semi-Markov Migration Models for Credit Risk;2017-05-26

2. Tail events of simulated annealing Markov chains;Journal of Applied Probability;1995-12

3. Convergence of nonhomogeneous stochastic chains with countable states: An application to measures on semigroups;Probability Measures on Groups;1982

4. On a paper by Doeblin on non-homogeneous Markov chains;Advances in Applied Probability;1981-06

5. Coefficients of ergodicity: structure and applications;Advances in Applied Probability;1979-09