International Journal of Mathematics and Mathematical Sciences
Volume 12 (1989), Issue 2, Pages 209-233
doi:10.1155/S0161171289000268

Products of stochastic matrices and applications

Harry Cohn

Department of Statistics, The University of Melbourne, Parkville 3052, Victoria, Australia

Abstract

This paper deals with aspects of the limit behaviour of products of nonidentical finite or countable stochastic matrices (Pn). Applications are given to nonhomogeneous Markov models as positive chains, some classes of finite chains considered by Doeblin and weakly ergodic chains.