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On the weak convergence of sequences of circuit processes: a probabilistic approach

Part of: Special processes Markov processes

Published online by Cambridge University Press:  14 July 2016

Sophia Kalpazidou
Sophia Kalpazidou*
Affiliation:
Aristotle University of Thessaloniki
*
∗Postal address: Department of Mathematics, Aristotle University of Thessaloniki, 540 06, Greece.
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Abstract

The asymptotic behaviour of sequences of Markov processes whose finite distributions depend upon the sample paths ω of a positive recurrent Markov chain ξ is studied. The existence of such sequences depends upon the existence of a unique class of directed weighted circuits having a probabilistic interpretation in terms of the directed circuits occurring along the sample paths of ξ. An application to multiple Markov chains is given.

Keywords

ALMOST SURE WEAK CONVERGENCEMARKOV CHAINSPROBABILISTIC REPRESENTATION BY DIRECTED CIRCUITS

MSC classification

Primary: 60J25: Continuous-time Markov processes on general state spaces
Secondary: 60K40: Other physical applications of random processes
Type
Research Papers
Information
Journal of Applied Probability , Volume 29 , Issue 2 , June 1992 , pp. 374 - 383
Copyright
Copyright © Applied Probability Trust 1992 

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References

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