This article is cited in 3 papers

Ergodicity properties of conditional Markov chains

Z. I. Bezhaeva

Moscow

Abstract: Let $\zeta_t(\omega)=(\xi_t(\omega),\eta_t(\omega))$, $t=1,2,\dots,$ be a finite homogeneous Markov chain. If $\eta_1(\omega),\dots,\eta_n(\omega)$ are fixed, $\xi_t(\omega)$, $t=1,\dots,n,$ is a so called conditional Markov chain.
In this article, properties of trajectories of the conditional Markov chain and ergodicity properties of it are investigated.

Received: 07.02.1973

 English version: Theory of Probability and its Applications, 1975, 19:3, 522–531

Bibliographic databases:

• 
•