Ergodicity for countable inhomogeneous Markov chains
β Scribed by Dean Isaacson; E. Seneta
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 292 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0024-3795
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
We provide a generalization of Hoe ding's inequality to partial sums that are derived from a uniformly ergodic Markov chain. Our exponential inequality on the deviation of these sums from their expectation is particularly useful in situations where we require uniform control on the constants appeari