arXiv · 1112.5844
Asymptotic behaviour of random tridiagonal Markov chains in biological applications
Abstract
Discrete-time discrete-state random Markov chains with a tridiagonal generator are shown to have a random attractor consisting of singleton subsets, essentially a random path, in the simplex of probability vectors. The proof uses the Hilbert projection metric and the fact that the linear cocycle generated by the Markov chain is a uniformly contractive mapping of the positive cone into itself. The proof does not involve probabilistic properties of the sample path and is thus equally valid in the nonautonomous deterministic context of Markov chains with, say, periodically varying transitions probabilities, in which case the attractor is a periodic path.
Explore related subjects
Keep this discovery
Peter E. Kloeden, Victor S. Kozyakin. 2011-12-26. Asymptotic behaviour of random tridiagonal Markov chains in biological applications. https://doi.org/10.3934/dcdsb.2013.18.453
Cite the original work for its findings. Save a collection to share your selection of sources.