Copyright © 2009 Zhiyan Shi and Weiguo Yang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
We study some limit properties of the harmonic mean of random transition probability for a second-order nonhomogeneous Markov chain and a nonhomogeneous Markov chain indexed by a tree. As corollary, we obtain the property of the harmonic mean of random transition probability for a nonhomogeneous Markov chain.