On direct convergence and periodicity for transition probabilities of Markov chains in random environments

DOI10.1214/aop/1176990850zbMath0707.60057OpenAlexW2030941806MaRDI QIDQ919712

Robert Cogburn

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990850

zbMATH Keywords

stochastic matricesdecomposition into cyclic sub-classesMarkov chain in a random environment

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes (60J99)

Related Items (21)

Perron-Frobenius theorem, large deviations, and random perturbations in random environments ⋮ THE SHANNON–MCMILLAN THEOREM FOR MARKOV CHAINS INDEXED BY A CAYLEY TREE IN RANDOM ENVIRONMENT ⋮ A CLASS OF SMALL DEVIATION THEOREMS FOR FUNCTIONALS OF RANDOM FIELDS ON A TREE WITH UNIFORMLY BOUNDED DEGREE IN RANDOM ENVIRONMENT ⋮ The relations among various Markov chains ⋮ Entropy, limit theorems, and variational principles for disordered lattice systems ⋮ The strong law of large numbers and Shannon-McMillan theorem for Markov chains indexed by an infinite tree with uniformly bounded degree in random environment ⋮ Some generalized strong limit theorems for Markov chains in bi-infinite random environments ⋮ A class of small deviation theorems for functionals of random fields on double Cayley tree in random environment ⋮ The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space ⋮ On the ergodicity of certain Markov chains in random environments ⋮ Invariant distributions and scaling limits for some diffusions in time-varying random environments ⋮ Markov chains in random environments and random iterated function systems ⋮ Modeling the coupled return-spread high frequency dynamics of large tick assets ⋮ The classification of states for Markov chain in random environments and m-irreducible ⋮ The equivalence forms of random Kolmogorov forward(backward) equations ⋮ The stability of conditional Markov processes and Markov chains in random environments ⋮ Tree-indexed Markov chains in random environment and some of their strong limit properties ⋮ Almost sure exponential convergence to consensus of random gossip algorithms ⋮ A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments ⋮ A class of small deviation theorems for Markov chains in bi-infinite random environment ⋮ A note on markov chains in stationary random environments

This page was built for publication: On direct convergence and periodicity for transition probabilities of Markov chains in random environments