Products of stochastic matrices and applications

This paper deals with aspects of the limit behaviour of products of nonidentical finite or countable stochastic matrices (Pn). Applications are given to nonhomogeneous Markov models as positive chains, some classes of finite chains considered by Doeblin and weakly ergodic chains.

Bibliographic Details
Main Author: Harry Cohn
Format: Article
Language:English
Published: Hindawi Limited 1989-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/S0161171289000268