Non-stationary 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 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. Mallak, Saed M.S.
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