A quasi-ergodic theorem for evanescent processes

Authors
Breyer, LA Roberts, GO
Citation
La. Breyer et Go. Roberts, A quasi-ergodic theorem for evanescent processes, STOCH PR AP, 84(2), 1999, pp. 177-186
Citations number
11
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
84
Issue
2
Year of publication
1999
Pages
177 - 186
Database
ISI
SICI code
0304-4149(199912)84:2<177:AQTFEP>2.0.ZU;2-#
Abstract
We prove a conditioned version of the ergodic theorem for Markov processes, which we call a quasi-ergodic theorem. We also prove a convergence result for conditioned processes as the conditioning event becomes rarer. (C) 1999 Published by Elsevier Science B.V. All rights reserved. MSG: primary 60J; secondary 60F.