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.