Federgruen, Awi - In: Stochastic Processes and their Applications 11 (1981) 2, pp. 187-192
Recent papers have shown that [Pi][infinity]k = 1 P(k) = limm--[infinity] (P(m) ... P(1)) exists whenever the sequence of stochastic matrices {P(k)}[infinity]k = 1 exhibits convergence to an aperiodic matrix P with a single subchain (closed, irreducible set of states). We show how the limit...
