ON ERGODICITY OF SOME MARKOV PROCESSES
ON ERGODICITY OF SOME MARKOV PROCESSES
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Publisher
Hayward: Institute of Mathematical Statistics
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Language
English
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Hayward: Institute of Mathematical Statistics
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Contents
We formulate a criterion for the existence and uniqueness of an invariant measure for a Markov process taking values in a Polish phase space. In addition, weak-* ergodicity, that is, the weak convergence of the ergodic averages of the laws of the process starting from any initial distribution, is established. The principal assumptions are the exist...
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Full title
ON ERGODICITY OF SOME MARKOV PROCESSES
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aop_1278593955
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aop_1278593955
Other Identifiers
ISSN
0091-1798
E-ISSN
2168-894X
DOI
10.1214/09-AOP513
