On the weak ergodicity of nonhomogeneous Markov chains

Choon Peng Tan

Statistics & Probability Letters, 1996, vol. 26, issue 4, 293-295

Abstract: We prove that any tau coefficient can be used to establish the weak ergodicity of a nonhomogeneous Markov chain. The choice of such a tau coefficient will depend on the availability of an explicit functional form, its relative smallness and tractability compared with other tau coefficients with known functional forms.

Keywords: Nonhomogeneous; Markov; chains; Weak; ergodicity; Tau; coefficients; Stochastic; matrix; Composite; matrix; norm; Operator; norm (search for similar items in EconPapers)
Date: 1996
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