On the Ergodicity of Slow-Varying Nonstationary Markov Chains
博士 === 中原大學 === 應用數學研究所 === 96 === We consider a nonstationary Markov chain: $$X(k+1)=P(k)X(k),$$ where $X(k)in Delta={xin mathbb{R}^n ,:,x_i geq 0 ~mbox{for all},i=1,2,cdots,n ~mbox{and}~sum^{n}_{i=1}x_i=1}$ and $P(k)$ is a stochastic matrix for all $k=0,1,2,cdots$. The main purpose of this paper...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50541339781700786844 |