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On the historical development of the theory of finite inhomogeneous Markov chains

Published online by Cambridge University Press:  24 October 2008

E. Seneta
E. Seneta
Affiliation:
Australian National University, Canberra
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Abstract

The main purpose of the note is to compare necessary and sufficient conditions for weak ergodicity of finite inhomogeneous Markov chains given by Doeblin (3) and Hajnal (4), the former paper being little known; and more generally to expand on the nature and consequences of Doeblin's approach as compared to Hajnal's in some detail. A consequence is some insight into the relation between various ‘coefficients of ergodicity’.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 74 , Issue 3 , November 1973 , pp. 507 - 513
Copyright
Copyright © Cambridge Philosophical Society 1973

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References

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