Ergodic Markov chains with finite convergence time

Bo Lindqvist

Stochastic Processes and their Applications, 1981, vol. 11, issue 1, 91-99

Abstract: A necessary and sufficient condition for a finite ergodic homogeneous Markov chain to converge to the stationary distribution in a finite number of steps is given. This generalizes a recent result of Brosh and Gerchak, who consider only the irreducible case.

Keywords: Ergodicity; stationary; distribution; leading; vectors; maximal; paths (search for similar items in EconPapers)
Date: 1981
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(81)90024-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:11:y:1981:i:1:p:91-99

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().