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On a class of non-homogeneous Markov chains

Published online by Cambridge University Press:  24 October 2008

Harry Cohn
Harry Cohn
Affiliation:
University of Melbourne
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Abstract

Suppose that {Xn} is a countable non-homogeneous Markov chain and

If converges for any i, l, m, j with , then

whenever lim , whereas if converges, then

where and . The behaviour of transition probabilities between various groups of states is studied and criteria for recurrence and transience are given.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 92 , Issue 3 , November 1982 , pp. 527 - 534
Copyright
Copyright © Cambridge Philosophical Society 1982

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References

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