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Topologically Recurrent Markov Chains: Ergodic Properties

✍ Scribed by Skorokhod, A. V.

Book ID
118225044
Publisher
Society for Industrial and Applied Mathematics
Year
1987
Tongue
English
Weight
831 KB
Volume
31
Category
Article
ISSN
0040-585X

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Ergodic decomposition of Markov chains
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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