Ergodic decomposition of Markov chains
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CΓ©sar E. Villarreal
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Article
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1998
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Elsevier Science
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English
β 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