Czasopismo
Tytuł artykułu
Warianty tytułu
Języki publikacji
Abstrakty
We consider a Markov chain on a locally compact separable metric space $X$ and with a unique invariant probability. We show that such a chain can be classified into two categories according to the type of convergence of the expected occupation measures. Several properties in each category are investigated.
Słowa kluczowe
Czasopismo
Rocznik
Tom
Numer
Strony
489-498
Opis fizyczny
Daty
wydano
2000
otrzymano
2000-03-23
Twórcy
autor
- Departamento de Matemáticas, CINVESTAV-IPN, Apdo. Postal 14-740, México, D.F. 07000, Mexico
autor
- LAAS-CNRS, 7 Avenue du Colonel Roche, 31077 Toulouse Cedex, France
Bibliografia
- [1] J. L. Doob, Measure Theory, Grad. Texts in Math. 143, Springer, New York, 1994.
- [2] S. R. Foguel, The Ergodic Theory of Markov Processes, Van Nostrand Math. Stud. 21, Van Nostrand, London, 1969.
- [3] O. Hernández-Lerma and J. B. Lasserre, Ergodic theorems and ergodic decompostion for Markov chains, Acta Appl. Math. 54 (1998), 99-119.
- [4] O. Hernández-Lerma and J. B. Lasserre, Further criteria for positive Harris recurrence of Markov chains, Proc. Amer. Math. Soc., to appear.
- [5] S. Horowitz, Transition probabilities and contractions of $L_∞$, Z. Wahrsch. Verw. Gebiete 24 (1972), 263-274.
- [5] A. Lasota and M. C. Mackey, Chaos, Fractals and Noise: Stochastic Aspects of Dynamics, Appl. Math. Sci. 97, Springer, New York, 1994.
- [7] S. P. Meyn and R. L. Tweedie, Markov Chains and Stochastic Stability, Springer, London, 1993.
- [8] J. Neveu, Sur l'irréductibilité des chaînes de Markov, Ann. Inst. H. Poincaré 8 (1972), 249-254.
- [9] T. V. Panchapagesan, Baire and $σ$-Borel characterizations of weakly compact sets in $M(T)$, Trans. Amer. Math. Soc. 350 (1999), 4839-4847.
- [10] H. L. Royden, Real Analysis, 3rd ed., Macmillan, New York, 1988.
- [11] K. Yosida, Functional Analysis, 6th ed., Grundlehren Math. Wiss. 123, Springer, Berlin, 1980.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
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