Ergodic decomposition of probability laws
β Scribed by Johannes Kerstan; Anton Wakolbinger
- Publisher
- Springer
- Year
- 1981
- Tongue
- English
- Weight
- 810 KB
- Volume
- 56
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
## Abstract Let __P__ be a Markov kernel defined on a measurable space (__X__, π). A __P__βergodic probability is an extreme point of the family of all __P__βinvariant probability measures on π. Several characterizations of __P__βergodic probabilities are given. In particular, for the special case
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
Of the four probability laws of sunspot variations established in 1942 only those concerning the four-cycle averages of the reduced period of rise and of the height of maximum are confirmed by the addition of recent data. Improved formulations of these two laws are given.