On the Historical Development of the Theory of Finite Inhomogeneous Markov Chains

摘要

The main purpose of the note is to compare necessary and sufficient conditions for weak ergodicity of finite inhomogeneous Markov chains given by Doeblin (1937), and Hajnal (1958), the former paper being little known; and more generally, to expand on the nature and consequences of Doeblin's approach as compared to Hajnal's in some detail. A consequence is some insight into the relation between various 'coefficients of ergodicity'. (Author)