Accession Number : AD0754750
Title : A Property of Doubly Stochastic Markov Chains with Time Dependent Transition Matrix.
Descriptive Note : Technical rept.,
Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C DEPT OF STATISTICS
Personal Author(s) : Brown,Mark
Report Date : 04 DEC 1972
Pagination or Media Count : 12
Abstract : The authors consider a finite state discrete time Markov chain which is not time homogeneous; that is, the matrix governing the transition of state of between time n-1 and n depends on n. It is assumed that each transition matrix is doubly stochastic (all rows and columns sum to one and all entries are non-negative).
Descriptors : (*STOCHASTIC PROCESSES, MATRICES(MATHEMATICS)), PERMUTATIONS, RANDOM VARIABLES, SEQUENCES(MATHEMATICS), THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE