Remarks on Sequential Comparison of Two Markov Chains
本文通过反例指出Swamy(1983)的假设不足以支持其两个论断，并在附加非退化条件下证明这些论断成立，对研究马尔可夫链比较的学者有参考价值。
The purpose of this note is twofold: First, by means of an example it is demonstrated that the assumptions of Swamy (1983) are not sufficient to yield two of his assertions. Secondly, it is shown that, under an additional nondegeneracy condition on the considered Markov chains, these assertions are valid.