Accession Number:

AD0754750

Title:

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

Descriptive Note:

Technical rept.,

Corporate Author:

GEORGE WASHINGTON UNIV WASHINGTON D C DEPT OF STATISTICS

Personal Author(s):

• Brown,Mark

Report Date:

1972-12-04

Pagination or Media Count:

12.0

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.

Descriptors:

• (*STOCHASTIC PROCESSES
• MATRICES(MATHEMATICS))
• PERMUTATIONS
• RANDOM VARIABLES
• SEQUENCES(MATHEMATICS)
• THEOREMS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE