On the Historical Development of the Theory of Finite Inhomogeneous Markov Chains

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 (1937), and Hajnal (1958), 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'.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1973
Accession Number
AD0755469

Entities

People

  • E. Seneta

Organizations

  • Princeton University

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Eigenvalues
  • Ergodic Processes
  • Inequalities
  • Markov Chains
  • Military Research
  • Probability
  • Second World War
  • Sequences
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.