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July, 1991 Markov Chains with Stochastically Stationary Transition Probabilities
Steven Orey
Ann. Probab. 19(3): 907-928 (July, 1991). DOI: 10.1214/aop/1176990328

Abstract

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.

Citation

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Steven Orey. "Markov Chains with Stochastically Stationary Transition Probabilities." Ann. Probab. 19 (3) 907 - 928, July, 1991. https://doi.org/10.1214/aop/1176990328

Information

Published: July, 1991
First available in Project Euclid: 19 April 2007

zbMATH: 0735.60040
MathSciNet: MR1112400
Digital Object Identifier: 10.1214/aop/1176990328

Subjects:
Primary: 60G10
Secondary: 60J10

Keywords: Markov chains with random transition probabilities , products of random stochastic matrices

Rights: Copyright © 1991 Institute of Mathematical Statistics

Vol.19 • No. 3 • July, 1991
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