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On potentials of ergodic Markov chains

✍ Scribed by N. V. Moskal'tsova; V. M. Shurenkov


Book ID
112472755
Publisher
Springer
Year
1994
Tongue
English
Weight
185 KB
Volume
46
Category
Article
ISSN
0041-5995

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Ergodic decomposition of Markov chains
✍ CΓ©sar E. Villarreal πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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