On the weak convergence of sequences of circuit processes: A probabilistic approach

On the weak convergence of sequences of circuit processes: A probabilistic approach

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Article ID: iaor19932375
Country: Israel
Volume: 29
Issue: 2
Start Page Number: 374
End Page Number: 383
Publication Date: Jun 1992
Journal: Journal of Applied Probability
Authors:
Abstract:

The asymptotic behaviour of sequences of Markov processes equ1whose finite distributions depend upon the sample paths equ2of a positive recurrent Markov chain equ3is studied. The existence of such sequences depends upon the existence of a unique class of directed weighted circuits having a probabilistic interpretation in terms of the directed circuits occurring along the sample paths of equ4. An application to multiple Markov chains is given.

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