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:3 Volume:8 Page:502-516
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

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

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