The rate of convergence of certain nonhomogeneous Markov chains

DOI10.1007/BF00533318zbMATH Open0356.60002OpenAlexW2091711926MaRDI QIDQ4127724FDOQ4127724

Dean L. Isaacson, B. Vinograde, Cheng-Chi Huang

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533318

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On Two Recent Papers on Ergodicity in Nonhomogeneous Markov Chains
• Title not available (Why is that?)
• The convergence of Markov chains with nonstationary transition probabilities and constant causative matrix

Cited In (22)

• A Poisson Limit Theorem for Reliability Models Based on Markov Chains
• Strongly ergodic Markov chains and rates of convergence using spectral conditions
• Continuous-time, constant causative Markov chains
• Evolution of a time dependent Markov model for training and recruitment decisions in manpower planning
• On the periodicity of non-homogeneous Markov chains and systems
• \(\mathcal{G}\)-inhomogeneous Markov systems of high order
• Cost models in nonhomogeneous Markov systems
• The rate of convergence for backwards products of a convergent sequence of finite Markov matrices
• Nonstationary cyclic behavior in Markov systems
• The convergence of Cesaro averages for certain nonstationary Markov chains
• Laws of large numbers for non-homogeneous Markov systems
• Asymptotic behavior of nonhomogeneous semi-Markov systems
• Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk
• Infinite products of matrices with some negative elements and row sums equal to one
• Asymptotic variability of nonhomogeneous Markov systems under cyclic behaviour
• Periodicity of infinite products of matrices with some negative elements and row sums equal to one
• Periodicity of asymptotically attainable structures in nonhomogeneous Markov systems
• Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products
• The convergence of matrix transforms for certain Markov chains
• Nonstationary Markov decision problems with converging parameters
• Rate of convergence in fuzzy non homogeneous Markov systems
• Rate of convergence, asymptotically attainable structures and sensitivity in non-homogeneous Markov systems with fuzzy states

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