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      Non-stationary Markov chains

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      Author
      Mallak, Saed
      Advisor
      Kerimov, Azer
      Date
      1996
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
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      Abstract
      In thi.s work, we studierl the Ergodicilv of Non-Stationary .Markov chains. We gave several e.xainples with different cases. We proved that given a sec[uence of Markov chains such that the limit of this sec|uence is an Ergodic Markov chain, then the limit of the combination of the elements of this sequence is again Ergodic (under some condition if the state space is infinite). We also proved that the limit of the combination of an arbitrary sequence of Markov chains on a finite state space is Weak Ergodic if it satisfies some condition. Under the same condition, the limit of the combination of a doubly stochastic sequence of Markov chains is Ergodic.
      Keywords
      Markov chain
      Stochastiic
      Doubly stochastic
      Irreducible
      Aperiodic matrix
      Persistent
      Transient
      Ergodic
      Ergodic Theorem
      Permalink
      http://hdl.handle.net/11693/17805
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      • Dept. of Mathematics - Master's degree 125
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