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Some Limit Properties of Random Transition Probability for Second-Order Nonhomogeneous Markov Chains Indexed by a TreeAbstract: 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.
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