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Periodic strong ergodicity in non-homogeneous Markov systems

Published online by Cambridge University Press:  14 July 2016

Ioannis I. Gerontidis
Ioannis I. Gerontidis*
Affiliation:
University of Thessaloniki
*
∗Postal address: Mathematics Department, University of Thessaloniki, 54006 Thessaloniki, Greece.
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Abstract

This paper presents a unified treatment of the convergence properties of nonhomogeneous Markov systems under different sets of assumptions. First the periodic case is studied and the limiting evolution of the individual cyclically moving subclasses of the state space of the associated Markov replacement chain is completely determined. A special case of the above result is the aperiodic or strongly ergodic convergence. Two numerical examples from the literature on manpower planning highlight the practical aspect of the theoretical results.

Keywords

MANPOWER PLANNINGNON-STATIONARY MARKOV CHAINSREPLACEMENT PROCESSSTOCHASTIC POPULATION MODELS
Type
Research Papers
Information
Journal of Applied Probability , Volume 28 , Issue 1 , March 1991 , pp. 58 - 73
Copyright
Copyright © Applied Probability Trust 1991 

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