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Ergodic Theorems and Ergodic Decomposition for Markov Chains

✍ Scribed by Onésimo Hernández-Lerma; Jean B. Lasserre


Book ID
110231283
Publisher
Springer Netherlands
Year
1998
Tongue
English
Weight
126 KB
Volume
54
Category
Article
ISSN
0167-8019

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📜 SIMILAR VOLUMES


Ergodic decomposition of Markov chains
✍ César E. Villarreal 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 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