Weak ergodicity in non-homogeneous Markov chains

The paper deals with weak ergodicity, i.e. the tendency for a chain to ‘forget’ the distant past. This may occur in non-homogeneous chains even if the probabilities of being in a given state do not tend to a limit as the number of trials increases. Investigation of the general conditions of weak ergodicity leads to the definition of a special subclass of regular matrices. Conditions for chains involving regular matrices are also given (§§2,3). Section 4 discusses similarities in asymptotic behaviour between chains whose transition matrices differ only by small amounts.