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1 results

  • Control of asymptotic variability in non-homogeneous Markov systems

  • P.-C. G. Vassiliou, A. C. Georgiou, N. Tsantas
  • Journal:
    Journal of Applied Probability / Volume 27 / Issue 4 / December 1990
    Published online by Cambridge University Press:
    14 July 2016, pp. 756-766
    Print publication:
    December 1990

  • In this paper we provide two basic results. First, we find the set of all the limiting vectors of expectations, variances and covariances in an NHMS which are possible provided that we control the limit vector of the sequence of vectors of input probabilities. Secondly, under certain conditions easily met in practice we find the distribution of the limiting vector of expectations, variances and covariances to be multinomial with probabilities the corresponding limiting expected populations in the various states of the NHMS.