The Annals of Mathematical Statistics

On Two Recent Papers on Ergodicity in Nonhomogeneous Markov Chains

Marius Iosifescu

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Abstract

In [7] ergodic properties of nonhomogeneous denumerable state space Markov chains were studied. It was noticed in [6] that the results obtained in [7] were easily extended to arbitrary state spaces. However, it was admitted in [6] that the transition mechanism of the chain was defined by means of transition density functions, thus restricting the generality of the approach and, moreover, introducing elements irrelevant to the problem. The aim of this note is to draw attention to the fact that ergodic properties of the most general nonhomogeneous Markov chains are easily obtained by using a theory developed by Dobrusin [2] in the middle fifties.

Article information

Source
Ann. Math. Statist., Volume 43, Number 5 (1972), 1732-1736.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177692411

Digital Object Identifier
doi:10.1214/aoms/1177692411

Mathematical Reviews number (MathSciNet)
MR368156

Zentralblatt MATH identifier
0249.60031

JSTOR
links.jstor.org

Citation

Iosifescu, Marius. On Two Recent Papers on Ergodicity in Nonhomogeneous Markov Chains. Ann. Math. Statist. 43 (1972), no. 5, 1732--1736. doi:10.1214/aoms/1177692411. https://projecteuclid.org/euclid.aoms/1177692411


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