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Asymptotic behaviour of random tridiagonal Markov chains in biological applications

Abstract / Introduction Related Papers Cited by
  • Discrete-time discrete-state random Markov chains with a tridiagonal generator are shown to have a random attractor consisting of singleton subsets, essentially a random path, in the simplex of probability vectors. The proof uses the Hilbert projection metric and the fact that the linear cocycle generated by the Markov chain is a uniformly contractive mapping of the positive cone into itself. The proof does not involve probabilistic properties of the sample path $\omega$ and is thus equally valid in the nonautonomous deterministic context of Markov chains with, say, periodically varying transitions probabilities, in which case the attractor is a periodic path.
    Mathematics Subject Classification: Primary: 15B48, 15B52, 37H10; Secondary: 15B51, 60J10, 92C99.


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