کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154588 958393 2008 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Conditions for weak ergodicity of inhomogeneous Markov chains
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Conditions for weak ergodicity of inhomogeneous Markov chains
چکیده انگلیسی

A classical result of Wolfowitz states that an inhomogeneous Markov chain is weakly ergodic if the transition matrices are drawn from a finite set of indecomposable and aperiodic matrices and the products of transition matrices are also indecomposable and aperiodic. Since products of indecomposable and aperiodic matrices can be decomposable, any finite set of indecomposable and aperiodic transition matrices does not guarantee weak ergodicity. We present conditions for weak ergodicity which are simpler to verify and are related to properties of the graph of the transition matrices.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 78, Issue 17, 1 December 2008, Pages 3082–3085
نویسندگان
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