The convergence of Markov chains with nonstationary transition probabilities and constant causative matrix

DOI10.1016/0304-4149(73)90005-7MaRDI QIDQ2561433zbMATH OpenOpenAlexFDO

Authors George P. H. Styan, Norman J. Pullman

Publication date 1973

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(73)90005-7

Mathematics Subject Classification ID

Stochastic matrices (15B51) Convergence and divergence of infinite products (40A20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites work

• A Matrix Approach to Nonstationary Chains
• scientific article; zbMATH DE number 3137662 (Why is no real title available?)

Cited in

(7)

• Continuous-time, constant causative Markov chains
• Perturbation des produits infinis et applications
• Necessary and sufficient conditions for a matrix to be causative in a nonstationary Markov chain
• Absolute continuity of Markov chains
• Absolute continuity, singular measures and asymptotics for estimators
• Reaching a stable additive group utility in a decision-making process
• The rate of convergence of certain nonhomogeneous Markov chains

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