Abstract

In this paper we consider a set of denumerable stochastic matrices where the paramter set is a compact metric space. We give a number of simultaneous recurrence conditions on the stochastic matrices and establish equivalences between these conditions. The results obtained generalize corresponding results in Markov chain theory to a considerable extent and have applications in stochastic control problems.

Authors
Awi Federgruen, A. Hordijk, and H. C. Tijms
Format
Journal Article
Publication Date
Journal
Journal of Applied Probability

Full Citation

Federgruen, Awi, A. Hordijk, and H. C. Tijms
. “A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices.”
Journal of Applied Probability
vol.
15
, (December 01, 1978):
842
-
847
.