Abstract
A notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and sufficient condition for it to hold for an inhomogeneous Markov chain is given in terms of matrix products. A comparison to the situation for homogeneous chains is made. A final section discusses the better-known notion of strong ergodicity in relation to the geometric convergence rate.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
