Finitely additive markov chains

Subramanian Ramakrishnan

doi:10.1090/S0002-9947-1981-0607119-3

Finitely additive markov chains

Subramanian Ramakrishnan

Research output: Contribution to journal › Article

13 Scopus citations

Abstract

In this paper we develop the theory of Markov chains with stationary transition probabilities, where the transition probabilities and the initial distribution are assumed only to be finitely additive. We prove a strong law of large numbers for recurrent chains. The problem of existence and uniqueness of finitely additive stationary initial distributions is studied and the ergodicity of recurrent chains under a stationary initial distribution is proved.

Original language	English (US)
Pages (from-to)	247-272
Number of pages	26
Journal	Transactions of the American Mathematical Society
Volume	265
Issue number	1
DOIs	https://doi.org/10.1090/S0002-9947-1981-0607119-3
State	Published - Jan 1 1981
Externally published	Yes

Keywords

Finitely additive probabilities
Markov chain
Markov strategy
Stationary initial distribution
Stationary transition
Strategy

ASJC Scopus subject areas

Mathematics(all)
Applied Mathematics

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10.1090/S0002-9947-1981-0607119-3

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Ramakrishnan, S. (1981). Finitely additive markov chains. Transactions of the American Mathematical Society, 265(1), 247-272. https://doi.org/10.1090/S0002-9947-1981-0607119-3

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