TAIL EVENTS OF SOME NONHOMOGENEOUS MARKOV CHAINS
成果类型：
Article
署名作者：
Niemiro, Wojciech; Pokarowski, Piotr
署名单位：
University of Warsaw; Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177004840
发表日期：
1995
页码：
261-293
关键词：
摘要：
We consider finite state nonhomogeneous Markov chains with one-step transition probabilities roughly proportional to powers of a small parameter, converging to zero. We examine asymptotic properties of trajectories. The analysis is based on the so-called orders of recurrence. Transient states, recurrent classes and periodic subclasses can be identified in terms of the matrix of powers. This leads to a complete description of the tail sigma field. Our theorems generalize the classical results for homogeneous chains and can also be applied to chains generated by stochastic algorithms of the simulated annealing type.