The rate of convergence for backwards products of a convergent sequence of finite Markov matrices

DOI10.1016/0304-4149(81)90003-XzbMath0458.60068WikidataQ126297558 ScholiaQ126297558MaRDI QIDQ1151669

Awi Federgruen

Publication date: 1981

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

rate of convergencechain structureMarkov matricesbackwards products

Mathematics Subject Classification ID

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

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Cites Work

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• Nonstationary Markov decision problems with converging parameters
• Exponential convergence of products of stochastic matrices
• The rate of convergence of certain nonhomogeneous Markov chains
• Discounting, Ergodicity and Convergence for Markov Decision Processes
• Towards consensus: some convergence theorems on repeated averaging
• Reaching a Consensus

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