Sankhya: The Indian Journal of Statistics

2004, Volume 66, Pt. 2, 243--252

Approximation Results For Non-Homogeneous  Markov Chains and Some Applications

C.C.Y. Dorea , Universidade de Brasilia, Brasilia-DF, Brazil

J.A. Rojas Cruz , UniCEUB, Brasilia-DF, Brazil


SUMMARY. In this note we present some approximation results for non-homogeneous Markov chains that extend Hajnal's results from finite to general state space. These extensions will be compared to Isaacson and Madsen's strong ergodicity conditions that  require the exitence of stationary distributions.

AMS (1991) subject classification. 60J10; 60J05.

Key words and phrases. Non-homogeneous Markov chain, weak ergodicity, strong ergodicity.

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