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A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices

Published online by Cambridge University Press:  14 July 2016

A. Federgruen
Affiliation:
Mathematisch Centrum, Amsterdam
A. Hordijk
Affiliation:
Rijksuniversiteit Leiden
H. C. Tijms
Affiliation:
Vrije Universiteit, Amsterdam

Abstract

In this paper we consider a set of denumerable stochastic matrices where the parameter set is a compact metric space. We give a number of simultaneous recurrence conditions on the stochastic matrices and establish equivalences between these conditions. The results obtained generalize corresponding results in Markov chain theory to a considerable extent and have applications in stochastic control problems.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1978 

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