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On the weak ergodicity of nonhomogeneous Markov chains

✍ Scribed by Choon Peng Tan


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
162 KB
Volume
26
Category
Article
ISSN
0167-7152

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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