The Convergence of Nonhomogeneous Markov Chains in General State Spaces by the Coupling Method

2021 ◽  
Vol 41 (5) ◽  
pp. 1777-1787
Author(s):  
Zhifeng Zhu ◽  
Shaoyi Zhang ◽  
Fanji Tian
Author(s):  
J. F. C. Kingman

AbstractA geometrical representation of the transition matrices of a non-homogeneous chain with N states, in terms of certain convex subsets of , is used to describe aspects of the chain. For example, an important theorem of Cohn on the structure of the tail σ-field is a simple corollary. The embedding problem is shown to be entirely geometrical in character. The representation extends to Markov processes on quite general state spaces, and the tail is then represented by the projective limit of these convex sets.


1978 ◽  
Vol 86 (1) ◽  
pp. 67-83 ◽  
Author(s):  
H. J. Engelbert

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