Markov chains on a countable state space are studied under the assumption that the transition probabilities $(P_n(x,y))$ constitute a stationary stochastic process. An introductory section exposing some basic results of Nawrotzki and Cogburn is followed by four sections of new results.
Publié le : 1991-07-14
Classification:
Markov chains with random transition probabilities,
products of random stochastic matrices,
60G10,
60J10
@article{1176990328,
author = {Orey, Steven},
title = {Markov Chains with Stochastically Stationary Transition Probabilities},
journal = {Ann. Probab.},
volume = {19},
number = {4},
year = {1991},
pages = { 907-928},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990328}
}
Orey, Steven. Markov Chains with Stochastically Stationary Transition Probabilities. Ann. Probab., Tome 19 (1991) no. 4, pp. 907-928. http://gdmltest.u-ga.fr/item/1176990328/