Finite non-homogeneous Markov chains: Asymptotic behaviour
- 1 September 1976
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 8 (3) , 502-516
- https://doi.org/10.2307/1426141
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.Keywords
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