A Property of Doubly Stochastic Markov Chains with Time Dependent Transition Matrix.

Abstract

The authors consider a finite state discrete time Markov chain which is not time homogeneous; that is, the matrix governing the transition of state of between time n-1 and n depends on n. It is assumed that each transition matrix is doubly stochastic (all rows and columns sum to one and all entries are non-negative).

Document Details

Document Type
Technical Report
Publication Date
Dec 04, 1972
Accession Number
AD0754750

Entities

People

  • Mark O. Brown

Organizations

  • George Washington University

Tags

DTIC Thesaurus Topics

  • Markov Chains
  • Markov Processes
  • Mathematics
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Linear Algebra
  • Neural Network Machine Learning.