Nonstationary Markov chains
Doctoral thesis
English
OPEN
Mallak, Saed
(1996)
 Publisher: Bilkent University

Subject:
Markov chain  Stochastiic  Doubly stochastic  Irreducible  Aperiodic matrix  Persistent  Transient  Ergodic  Ergodic Theorem  QA274.7 .M35 1996  Markov processes.  Ergodic theory.  Limit theorems (Probability theory).
Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, 1996.
Thesis (Master's)  Bilkent University, 1996.
Includes bibliographical references leaves leaf 29
In thi.s work, we studierl the Ergodicilv of NonStationary .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 secuence 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.
Mallak, Saed
M.S.