RATIO ERGODICITY FOR NONHOMOGENEOUS MARKOV-CHAINS IN GENERAL STATE-SPACES

Citation
I. Fleischer et A. Joffe, RATIO ERGODICITY FOR NONHOMOGENEOUS MARKOV-CHAINS IN GENERAL STATE-SPACES, Journal of theoretical probability, 8(1), 1995, pp. 31-37
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
08949840
Volume
8
Issue
1
Year of publication
1995
Pages
31 - 37
Database
ISI
SICI code
0894-9840(1995)8:1<31:REFNMI>2.0.ZU;2-L
Abstract
In Refs.7, 8, 12-14, applications of Birkhoff's coefficient of ergodic ity to the study of products of finite and infinite matrices are given . In this paper we intend to show that using the ideas and results of Birkhoff((2)) and Bauer et. al.((1)) one can establish such results in the general setting of positive operators on a space of measures and in particular, in the study of nonhomogeneous Markov Chains in general state spaces. In this setup the proofs are very simple. Since the hig h level of generality in Ref, 1 hinders an easy understanding of the s pecial case of interest to probabilists, we present a self-contained t reatment. Even though our aim is methodological, our theorems are new, even in the case of infinite matrices.