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