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.
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.