Collapsing of non-homogeneous Markov chains

DOI10.1016/J.SPL.2013.10.002MaRDI QIDQ2444390zbMATH OpenOpenAlexFDO

Authors Agnish Dey, A. Mukherjea

Publication date 9 April 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.10.002

zbMATH Keywords

collapsing of Markov chainsleft invariant initial distributionnon-homogeneous Markov chainsreversibility

Mathematics Subject Classification ID

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

Recommendations

• A theorem for non-homogeneous Markov chains
• scientific article; zbMATH DE number 3892323
• On the convergence of nonlinear Markov chains
• Non-Homogeneous Markov Chains and Systems
• On the weak ergodicity of nonhomogeneous Markov chains
• A Cassels-Schmidt theorem for non-homogeneous Markov chains
• On nonergodicity of some continuous-time Markov chains
• Collisions of Markov processes
• Some limit theorems for non-homogeneous Markov chains

Cites work

• A Markovian Function of a Markov Chain
• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 3174817 (Why is no real title available?)
• scientific article; zbMATH DE number 3374705 (Why is no real title available?)
• scientific article; zbMATH DE number 4189084 (Why is no real title available?)
• Markov functions
• On weak lumpability in Markov chains
• Symmetries and functions of Markov processes
• Weak lumpability in finite Markov chains

Cited in

(2)

• Applications of the fundamental matrix to mean absorption and conditional mean absorption problems
• Local approximation of Markov chains in time and space

This page was built for publication: Collapsing of non-homogeneous Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2444390)