81- https://doi.org/10.1214/aop/1176990328
Markov Chains with Stochastically Stationary Transition Probabilities
- Jul 1, 1991
- The Annals of Probability
- Steven Orey
Abstract
Markov chains on a countable state space are studied under the assumption that the transition probabilities $(P_n(x,y))$ constitute a stationary stochastic process. An introductory section exposing some basic results of Nawrotzki and Cogburn is followed by four sections of new results.
- # Countable State Space
- # Markov Chains
- # Transition Probabilities
- # Stationary Probabilities
- # Stationary Process
- # Stationary Transition Probabilities
- # Stationary Transition
- # Countable State
- # Introductory Section
- # Stochastic Process
