Ergodic theorems for sequences of infinite stochastic matrices
- 1 July 1967
- journal article
- research article
- Published by Cambridge University Press (CUP) in Mathematical Proceedings of the Cambridge Philosophical Society
- Vol. 63 (3), 777-784
- https://doi.org/10.1017/s0305004100041773
Abstract
In the theory of finite state, discrete time, non-homogeneous Markov chains, different notions of ergodicity have been introduced in the literature. These notions are concerned with the long-run behaviour of chains and with their tendency to get some stability properties after a sufficiently long period of time. The aim of this paper is the study of non-homogeneous Markov chains with a denumerable number of states. It will be shown that some theorems which are valid in the finite case are also valid for chains with a denumerable number of states as well. Moreover, a new notion of stability is introduced and it is shown to be satisfied for some chains. Although the paper is self-contained some familiarity with the theory of finite state non-homogeneous Markov chains is desired. Without any attempt of completeness we list for the interested reader the papers: (1–3, 8, 9).Keywords
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