Abstract: The paper deals with asymptotic properties of the transition probabilities of a countable non-homogeneous Markov chain, the main concept used in the proofs being that of the tail σ-field of the chain. A state classification similar to that existing in the homogeneous case is given and a strong ratio limit property is shown to parallel the basic limit theorem for positive homogeneous chains. Some global asymptotic properties for null chains are also derived.
Publication Year: 1977
Publication Date: 1977-09-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 6
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