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Activity Number: 105
Type: Contributed
Date/Time: Monday, August 4, 2008 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #302565
Title: Finding the Recurrent Sets for a Markov Chain Possessing Monotonically Decreasing Nonhomogeneity
Author(s): Zach Dietz*+
Companies: Hamilton College
Address: 20 College Hill Rd, Clinton, 15213,
Keywords: Markov chain ; non-homogeneity ; location statistic
Abstract:

Consider a finite state, non-homogeneous Markov chain with transition kernels \{P_n\}, where P_n monotonically converges to P in a pointwise fashion. It has long been known that the limiting distribution of $X_n$, the location statistic of the chain at time n, gives probability 1 to a set of recurrent states. We present some partial results appertaining to what this limiting distribution is, an algorithm used to determine the recurrent states of this limiting distribution.


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Revised September, 2008