Tail events of some nonhomogeneous Markov chains (Q1894631)

Suppose that the one-step transition probabilities (on the step \(n)\) \(\rho^{(n) }_{ij}\) of the nonhomogeneous Markov chain with finite state space are ``regularly diminished'', i.e. \(c^{-1} \varepsilon^{v_{ij}}_{n + 1} \leq \rho^{(n)}_{ij} \leq c \varepsilon_n^{v_{ij}}\) for some \(0 < c < \infty\), \(0 \leq v_{ij} \leq \infty\), \(0 < \varepsilon_n < 1\), \(\varepsilon_n \downarrow 0\). Under this assumption, transient states, recurrent classes and periodic subclasses of the chain are described in terms of so-called orders of recurrence. The application to the ``chains generated by stochastic algorithms of the `simulated annealing' type'' is extensively considered.