Taboo probability of nonhomogeneous Markov chains. (Chinese. English summary) Zbl 1240.60204
Summary: The paper discusses the taboo probability of nonhomogeneous Markov chains according to the theory of taboo probability of homogeneous Markov chains and obtains its basic decomposition formulas and some conclusions through deduction. Then, it obtains the relationship between the taboo probability of nonhomogeneous Markov chains and the taboo probability of homogeneous Markov chains under the assumed conditions.
MSC:
60J10 | Markov chains (discrete-time Markov processes on discrete state spaces) |
60F15 | Strong limit theorems |