Article contents
XXIV.—Conditions for the Ergodicity of Non-homogeneous Finite Markov Chains*
Published online by Cambridge University Press: 14 February 2012
Synopsis
In this note we study the asymptotic behaviour of a product of matrices where Pj is a matrix of transition probabilities in a non-homogeneous finite Markov chain. We give conditions that (i) the rows of P(n) tend to identity and that (ii) P(n) tends to a limit matrix with identical rows.
- Type
- Research Article
- Information
- Proceedings of the Royal Society of Edinburgh Section A: Mathematics , Volume 64 , Issue 4 , 1957 , pp. 369 - 380
- Copyright
- Copyright © Royal Society of Edinburgh 1957
References
- 3
- Cited by