AN ALTERNATIVE METHOD OF THE PROOF OF THE ERGODIC THEOREM FOR GENERAL MARKOV CHAINS Full article
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Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219 |
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| Output data | Year: 2021, Volume: 66, Number: 3, Pages: 364-375 Pages count : 12 DOI: 10.1137/S0040585X97T990459 | ||
| Tags | ergodic theorem; Harris condition; kernel of an operator; Markov chains; splitting method; state space; transition function | ||
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Abstract:
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.
Cite:
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
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
Identifiers:
| Web of science: | WOS:000730490400003 |
| Scopus: | 2-s2.0-85129582862 |
| OpenAlex: | W3208849936 |