Abstract
In this chapter we consider a Markov chain {ΞΎ k , k β Z +} having a finite state space but random transition probabilities. Of interest here is the asymptotic behavior of the chain and its transition probabilities as n β β under the assumption that the transition probabilities of the Markov chain are close to those of a homogeneous Markov chain having nonrandom transition probabilities.
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Β© 2002 Springer-Verlag New York, Inc.
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Skorokhod, A.V., Hoppensteadt, F.C., Salehi, H. (2002). Markov Chains with Random Transition Probabilities. In: Random Perturbation Methods with Applications in Science and Engineering. Applied Mathematical Sciences, vol 150. Springer, New York, NY. https://doi.org/10.1007/978-0-387-22446-6_8
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DOI: https://doi.org/10.1007/978-0-387-22446-6_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4684-9271-2
Online ISBN: 978-0-387-22446-6
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