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On the Ergodic Theory of Markov Chains

✍ Scribed by Paul G. Marlin


Book ID
123685825
Publisher
INFORMS
Year
1973
Tongue
English
Weight
200 KB
Volume
21
Category
Article
ISSN
0030-364X

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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