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On a class of non-homogeneous Markov chains
Published online by Cambridge University Press: 24 October 2008
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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