Sequential limits in Markov set-chains
- 1 December 1991
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 28 (4), 910-913
- https://doi.org/10.2307/3214695
Abstract
Let T be a non-empty subset of η X n stochastic matrices. Define The sequence T1, T2, · ·· is called a Markov set-chain. An important problem in this area is to determine when such a set-chain converges. This paper gives a notion of a sequential limiting set and shows how it can be used to obtain a result on set-chain convergence.Keywords
This publication has 1 reference indexed in Scilit:
- Evaluation and approximation of multivariate cumulative joint probabilitiesJournal of Statistical Computation and Simulation, 1987