Products of stochastic matrices and applications

DOI10.1155/S0161171289000268zbMath0673.15010MaRDI QIDQ1120639

Harry Cohn

Publication date: 1989

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/46374

zbMATH Keywords

weak ergodicitynon-homogeneous Markov chainsatomic settail sigma-field

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items (6)

On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion ⋮ Recurrence and transience for finite probabilistic tables ⋮ Tight estimates for convergence of some non-stationary consensus algorithms ⋮ On ergodicity coefficients of infinite stochastic matrices ⋮ Ergodicity for products of infinite stochastic matrices ⋮ The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains

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