Markov Chains with Stochastically Stationary Transition Probabilities
| Autor: | Steven Orey |
|---|---|
| Rok vydání: | 1991 |
| Předmět: |
Statistics and Probability
Stationary process Markov kernel Markov chain products of random stochastic matrices Stochastic process Stochastic matrix Combinatorics Markov chains with random transition probabilities 60J10 Ergodic theory Examples of Markov chains Statistical physics Statistics Probability and Uncertainty 60G10 Central limit theorem Mathematics |
| Zdroj: | Ann. Probab. 19, no. 3 (1991), 907-928 |
| ISSN: | 0091-1798 |
| DOI: | 10.1214/aop/1176990328 |
| Popis: | Markov chains on a countable state space are studied under the assumption that the transition probabilities $(P_n(x,y))$ constitute a stationary stochastic process. An introductory section exposing some basic results of Nawrotzki and Cogburn is followed by four sections of new results. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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