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Imprecise Markov chains with absorption
Crossman, Richard ; Škulj, Damjan
We consider convergence of Markov chains with uncertain parameters, known as imprecise Markov chains, which contain an absorbing state. We prove that under conditioning on non-absorption the ...imprecise conditional probabilities converge independently of the initial imprecise probability distribution if some regularity conditions are assumed. This is a generalisation of a known result from the classical theory of Markov chains by Darroch and Seneta.
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