Non-stationary Markov chains
Author
Mallak, Saed
Advisor
Kerimov, Azer
Date
1996Publisher
Bilkent University
Language
English
Type
ThesisItem Usage Stats
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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 chainStochastiic
Doubly stochastic
Irreducible
Aperiodic matrix
Persistent
Transient
Ergodic
Ergodic Theorem