On the weak ergodicity of nonhomogeneous Markov chains
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Publication:1916150
DOI10.1016/0167-7152(95)00023-2zbMath0852.60079MaRDI QIDQ1916150
Publication date: 1 September 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00023-2
operator norm; stochastic matrix; nonhomogeneous Markov chains; weak ergodicity; composite matrix norm; tau coefficients
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
15B51: Stochastic matrices
Cites Work
- Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
- Non-negative matrices and Markov chains. 2nd ed
- Über Normen von Matrizen
- Coefficients of ergodicity with respect to vector norms
- Coefficients of ergodicity: structure and applications
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