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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 3, Pages 547–557
(Mi tvp2926)
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This article is cited in 3 scientific papers (total in 3 papers)
Ergodicity properties of conditional Markov chains
Z. I. Bezhaeva Moscow
Abstract:
Let $\zeta_t(\omega)=(\xi_t(\omega),\eta_t(\omega))$, $t=1,2,\dots,$ be a finite homogeneous Markov chain. If $\eta_1(\omega),\dots,\eta_n(\omega)$ are fixed, $\xi_t(\omega)$, $t=1,\dots,n,$ is a so called conditional Markov chain.
In this article, properties of trajectories of the conditional Markov chain and ergodicity properties of it are investigated.
Received: 07.02.1973
Citation:
Z. I. Bezhaeva, “Ergodicity properties of conditional Markov chains”, Teor. Veroyatnost. i Primenen., 19:3 (1974), 547–557; Theory Probab. Appl., 19:3 (1975), 522–531
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