Hostname: page-component-cd9895bd7-dk4vv Total loading time: 0 Render date: 2024-12-28T13:12:32.077Z Has data issue: false hasContentIssue false

Convergence of non-homogenous stochastic chains. II

Published online by Cambridge University Press:  24 October 2008

Arunava Mukherjea
Affiliation:
University of South Florida, Tampa
Ranjan Chaudhuri
Affiliation:
University of South Florida, Tampa

Abstract

Earlier study by one of the authors on the convergence of non-homogeneous stochastic chains is continued here. Several results more general than those considered earlier relating convergence of such chains to ergodicity of certain smaller chains are presented.

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1981

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

(1)Chung, K. L.Markov chains with stationary transition probabilities. (Springer-Verlag, New York, 1967).Google Scholar
(2)Isaacson, D. and Madsen, R.Markov chains: Theory and applications. (Wiley, New York, 1976).Google Scholar
(3)Maksimov, V. M.Conference of non-homogeneous bistochastic Markov chains.Theor. Probability Appl. 15 (1970), 604618.Google Scholar
(4)Mukherjea, A.Limit theorems: Stochastic matrices, ergodic Markov chains, and measures on semigroups, Probabilistic analysis and related topics, vol. 2. (Acad. Press, 1979), pp. 143203.Google Scholar
(5)Mukherjea, A.A new result on the convergence of non-homogeneous stochastic chains. Trans. Amer. Math. Soc. 262 (1980), 505520.CrossRefGoogle Scholar
(6)Seneta, E.Nonnegative matrices (Wiley, New York, 1973).Google Scholar