The final $\sigma$-algebra of an inhomogeneous Markov chain with a finite number of states
Matematičeskie zametki, Tome 12 (1972) no. 3, pp. 295-302
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It is proved that the final $\sigma$-algebra in the case of an inhomogeneous Markov chain with a finite number of states $n$ is generated by a finite number ($\leqslant n$) of atoms. The atoms are characterized from the point of view of the behavior of trajectories of the chain. Sufficient conditions are given (in the case of a countable number of states) that there should exist an unique atom at infinity.
@article{MZM_1972_12_3_a10,
author = {D. V. Senchenko},
title = {The final $\sigma$-algebra of an inhomogeneous {Markov} chain with a finite number of states},
journal = {Matemati\v{c}eskie zametki},
pages = {295--302},
year = {1972},
volume = {12},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1972_12_3_a10/}
}
D. V. Senchenko. The final $\sigma$-algebra of an inhomogeneous Markov chain with a finite number of states. Matematičeskie zametki, Tome 12 (1972) no. 3, pp. 295-302. http://geodesic.mathdoc.fr/item/MZM_1972_12_3_a10/