Products of stochastic matrices and applications

DOI10.1155/S0161171289000268MaRDI QIDQ1120639zbMATH OpenFDO

Authors Harry Cohn

Publication date 1989

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/46374

zbMATH Keywords

weak ergodicitynon-homogeneous Markov chainsatomic settail sigma-field

Mathematics Subject Classification ID

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

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• Product of Random Stochastic Matrices and Distributed Averaging
• Inclusion relations between outhostochastic matrices and products of pinching matrices
• On ergodicity coefficients of infinite stochastic matrices
• The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains
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• On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion
• Products of 2 × 2 stochastic matrices with random entries
• Topics in products of random matrices
• Explicit stationary distributions for compositions of random functions and products of random matrices
• Recurrence and transience for finite probabilistic tables
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• Ergodicity for products of infinite stochastic matrices
• Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices

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