Non-homogeneous Markov chains with a finite state space and a Doeblin type theorem
Doeblin [1] considered some classes of finite state nonhomogeneous Markov chains and studied their asymptotic behavior. Later Cohn [2] considered another class of such Markov chains (not covered earlier) and obtained Doeblin type results. Though this paper does not present the best possible results,...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1995-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171295000457 |
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| Summary: | Doeblin [1] considered some classes of finite state nonhomogeneous Markov chains
and studied their asymptotic behavior. Later Cohn [2] considered another class of such Markov
chains (not covered earlier) and obtained Doeblin type results. Though this paper does not
present the best possible results, the method of proof will be of interest to the reader. It is
elementary and based on Hajnal's results on products of nonnegative matrices. |
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| ISSN: | 0161-1712 1687-0425 |