On the asymptotic events of a Markov chain

Harry Cohn

International Journal of Mathematics and Mathematical Sciences, 1979, vol. 2, 1-51

Abstract:

In this paper we investigate some structure properties of the tail σ -field and the invariant σ -field of both homogeneous and nonhomogeneous Markov chains as representations for asymptotic events, descriptions of completely nonatomic and atomic sets and global characterizations of asymptotic σ -fields. It is shown that the Martin boundary theory can provide a unified approach to the asymptotic σ -fields theory.

Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:476427

DOI: 10.1155/S0161171279000430

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