The rate of convergence of certain nonhomogeneous Markov chains

DOI10.1007/BF00533318zbMath0356.60002OpenAlexW2091711926MaRDI QIDQ4127724

B. Vinograde, Cheng-Chi Huang, Dean L. Isaacson

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533318

Mathematics Subject Classification ID

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

Related Items (22)

Asymptotic variability of nonhomogeneous Markov systems under cyclic behaviour ⋮ Asymptotic behavior of nonhomogeneous semi-Markov systems ⋮ Continuous-time, constant causative Markov chains ⋮ Nonstationary cyclic behavior in Markov systems ⋮ Evolution of a time dependent Markov model for training and recruitment decisions in manpower planning ⋮ Nonstationary Markov decision problems with converging parameters ⋮ Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk ⋮ The rate of convergence for backwards products of a convergent sequence of finite Markov matrices ⋮ Infinite products of matrices with some negative elements and row sums equal to one ⋮ Laws of large numbers for non-homogeneous Markov systems ⋮ Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products ⋮ Periodicity of asymptotically attainable structures in nonhomogeneous Markov systems ⋮ Periodicity of infinite products of matrices with some negative elements and row sums equal to one ⋮ On the periodicity of non-homogeneous Markov chains and systems ⋮ \(\mathcal{G}\)-inhomogeneous Markov systems of high order ⋮ The convergence of Cesaro averages for certain nonstationary Markov chains ⋮ Strongly ergodic Markov chains and rates of convergence using spectral conditions ⋮ A Poisson Limit Theorem for Reliability Models Based on Markov Chains ⋮ The convergence of matrix transforms for certain Markov chains ⋮ Cost models in nonhomogeneous Markov systems ⋮ Rate of convergence in fuzzy non homogeneous Markov systems ⋮ Rate of convergence, asymptotically attainable structures and sensitivity in non-homogeneous Markov systems with fuzzy states

Cites Work

• The convergence of Markov chains with nonstationary transition probabilities and constant causative matrix
• On Two Recent Papers on Ergodicity in Nonhomogeneous Markov Chains
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