Strongly Ergodic Behavior for Non-Stationary Markov Processes
Madsen, Richard W. ; Isaacson, Dean L.
Ann. Probab., Tome 1 (1973) no. 5, p. 329-335 / Harvested from Project Euclid
This paper considers ergodic behavior of those non-stationary Markov processes which can be represented by a sequence of stochastic kernels, $\{P_n(x, y)\}$, defined on a $\sigma$-finite measure space $(S, \mathscr{F}, \mu)$. In particular, the convergence of the superpositions, $P_1P_2P_3 \cdots P_n$, of these kernels is related to the convergence of their corresponding left eigenfunctions, $\psi_n$, where $\psi_n(y) = \int \psi_n(x)P_n(x, y)\mu(dx)$ and $\int \psi_n(y)\mu(dy) = 1$. It is then shown how these results can easily be extended to the general case where densities are not assumed.
Publié le : 1973-04-14
Classification:  Weak and strong ergodicity,  left eigenfunctions,  superposition,  stochastic kernel,  ergodic coefficient,  60J05,  60J10
@article{1176996986,
     author = {Madsen, Richard W. and Isaacson, Dean L.},
     title = {Strongly Ergodic Behavior for Non-Stationary Markov Processes},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 329-335},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996986}
}
Madsen, Richard W.; Isaacson, Dean L. Strongly Ergodic Behavior for Non-Stationary Markov Processes. Ann. Probab., Tome 1 (1973) no. 5, pp.  329-335. http://gdmltest.u-ga.fr/item/1176996986/