A Property of Doubly Stochastic Markov Chains with Time Dependent Transition Matrix.
GEORGE WASHINGTON UNIV WASHINGTON D C DEPT OF STATISTICS
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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.
- Statistics and Probability