Proceedings of the Royal Society of Edinburgh Section A Mathematical and Physical Sciences · 1957 · 24 citations · 1 references
Natural SciencesMathematicsMarkov Decision ProcessesProbability TheoryStochastic ProcessesErgodic TheoryLimit TheoremsMarkov ChainsMarkov ProcessesErgodicityErgodicity ConditionsFinite Markov Chains
Synopsis In this note we study the asymptotic behaviour of a product of matrices where P j is a matrix of transition probabilities in a non-homogeneous finite Markov chain. We give conditions that (i) the rows of P ( n ) tend to identity and that (ii) P ( n ) tends to a limit matrix with identical rows.
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