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AN ALTERNATIVE METHOD OF THE PROOF OF THE ERGODIC THEOREM FOR GENERAL MARKOV CHAINS Научная публикация

Журнал Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219
Вых. Данные Год: 2021, Том: 66, Номер: 3, Страницы: 364-375 Страниц : 12 DOI: 10.1137/S0040585X97T990459
Ключевые слова ergodic theorem; Harris condition; kernel of an operator; Markov chains; splitting method; state space; transition function
Авторы Nagaev S.V. 1
Организации
1 Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, 630090, Russian Federation

Реферат: As an alternative to the splitting technique of Athreya–Ney and Nummelin, we propose a new method for the proof of ergodic theorems for Markov chains with arbitrary state space. Under our approach, the expansion of the original state space, which, in our opinion, is an ingenious but still artificial technique, can be avoided. © 2021 Society for Industrial and Applied Mathematics.
Библиографическая ссылка: Nagaev S.V.
AN ALTERNATIVE METHOD OF THE PROOF OF THE ERGODIC THEOREM FOR GENERAL MARKOV CHAINS
Theory of Probability and its Applications. 2021. V.66. N3. P.364-375. DOI: 10.1137/S0040585X97T990459 WOS Scopus OpenAlex
Идентификаторы БД:
Web of science: WOS:000730490400003
Scopus: 2-s2.0-85129582862
OpenAlex: W3208849936
Цитирование в БД:
БД Цитирований
Scopus 1
OpenAlex 1
Web of science 1
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