Computation and applications of limits of certain non-stationary Markov chains

Abstract

This article describes a method for computing limits of a class of non-stationary Markov chains motivated by healthcare sojourn-time cycles. A mathematical validation of the computation method is also given. Applications are described that include predicting cycles in healthcare and very large system maintenance. An objective of this article is to hopefully foster some investigation and teaching of practical non-stationary Markov chains.

14 pages