𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An ergodic theorem for Markov chains

✍ Scribed by Steven Orey

Publisher
Springer
Year
1962
Tongue
English
Weight
170 KB
Volume
1
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Ergodic decomposition of Markov chains
Ergodic decomposition of Markov chains
✍ CΓ©sar E. Villarreal πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 829 KB

We explicitly find the spectral decomposition, when it exists, of a Markov operator p. :fl ~ El using the asymptotic periodicity of the associated infinite Markov matrix. We give a simple condition under which an infinite Markov matrix is asymptotically periodic. We also determine the set of P'-inva

Hoeffding's inequality for uniformly erg
Hoeffding's inequality for uniformly ergodic Markov chains
✍ Peter W. Glynn; Dirk Ormoneit πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 72 KB

We provide a generalization of Hoe ding's inequality to partial sums that are derived from a uniformly ergodic Markov chain. Our exponential inequality on the deviation of these sums from their expectation is particularly useful in situations where we require uniform control on the constants appeari