Strongly Ergodic Behavior for Non-Stationary Markov Processes
Work
Year: 1973
Type: article
Abstract: This paper considers ergodic behavior of those non-stationary Markov processes which can be represented by a sequence of stochastic kernels, $\{P_n(x, y)\}$, defined on a $\sigma$-finite measure space... more
Source: The Annals of Probability
Authors Richard Madsen, Dean Isaacson
Cites:
Cited by: 46
Related to: 10
FWCI: 2.15
Citation percentile (by year/subfield): 86.97
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze