A new result on the convergence of nonhomogeneous stochastic chains

Mukherjea, Arunava

doi:10.1090/S0002-9947-1980-0586731-3

A new result on the convergence of nonhomogeneous stochastic chains
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by Arunava Mukherjea

Trans. Amer. Math. Soc. 262 (1980), 505-520

DOI: https://doi.org/10.1090/S0002-9947-1980-0586731-3

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Abstract:

Nonhomogeneous stochastic chains with a finite number of states are considered in this paper. Convergence of such chains is established here in terms of strong ergodicity of certain related chains of smaller size. These results are shown to be best possible and extend earlier results of Maksimov. Nonnegative idempotent matrices are also considered.

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