The combinatorial structure of non-homogeneous Markov chains

DOI10.1007/BF00533962zbMath0243.60040OpenAlexW2069310070MaRDI QIDQ5654840

David Williams, J. F. C. Kingman

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1007/bf00533962

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Geometrical aspects of the theory of non-homogeneous Markov chains, [https://portal.mardi4nfdi.de/wiki/Publication:4159481 A Bang-Bang representation for 3�3 embeddable stochastic matrices], [https://portal.mardi4nfdi.de/wiki/Publication:3879835 A structure of the Bang-Bang representation for 3�3 embeddable matrices], The embedding problem for Markov chains with three states, A structure of doubly stochastic Markov chains

Cites Work

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• An intrinsic time for non-stationary finite markov chains
• The imbedding problem for finite Markov chains