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Dynamic transition probability matrix in markov chains

  1. Jul 22, 2011 #1
    I am intrigued by the idea of changing/dynamic transition probability matrix instead of the assumption of constant transition probability between states.

    For eg. Probability of population migrating between 2 states might not remain constant and can be a function of its population or some other factors. Is there a systematic study of this particular category of dynamic or changing transition probabilities in markov processes.
     
  2. jcsd
  3. Jul 22, 2011 #2

    Stephen Tashi

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    You're interested in a topic called "non-homogeneous Markov chains" or "time non-homogeneous Markov chains".

    I don't know a good reference that introduces this topic and I don't claim to be able to introduce it myself!
     
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