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

AN ALTERNATIVE METHOD OF THE PROOF OF THE ERGODIC THEOREM FOR GENERAL MARKOV CHAINS Full article

Journal

Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219

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

Authors

Nagaev S.V. ¹

Affiliations

1	Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, 630090, Russian Federation

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.

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

≡ Web of science:	WOS:000730490400003
≡ Scopus:	2-s2.0-85129582862
≡ OpenAlex:	W3208849936