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Ergodic decomposition of Markov chains

✍ Scribed by César E. Villarreal

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
829 KB
Volume
283
Category
Article
ISSN
0024-3795

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✦ Synopsis

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'-invariant distributions in t? i and the set of P'-ergodic distributions.

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