Ergodic decomposition of Markov chains
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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