The ergodic theorems for Markov chains with an arbitrary phase space

被引:0
|
作者
Nagaev, S. V. [1 ]
机构
[1] Sobolev Inst Math, Novosibirsk 630090, Russia
基金
俄罗斯基础研究基金会;
关键词
Markov Chain; Transition Function; Spectral Method; DOKLADY Mathematic; Ergodic Theorem;
D O I
10.1134/S106456241306015X
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The ergodic theorems are formulated both is the case of the uniform ergodicity and in the absence of this latter under more general conditions than before. The conditions laid down on the transition function in the case of nonuniform ergodicity are less restrictive than these by Athreya-Ney and Nummelin. In contrast to these latter the restrictions are set not on the initial transition function, but on that of the imbedded Markov chain which is constructed by the instants of the recurrence to some fixed set. The proof is based on the spectral theory of Banach algebras.
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页码:684 / 686
页数:3
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