Ergodic theorems and weak mixing for Markov processes
نویسندگان
چکیده
منابع مشابه
Spectral Theory and Limit Theorems for Geometrically Ergodic Markov Processes
Consider the partial sums {St} of a real-valued functional F (Φ(t)) of a Markov chain {Φ(t)} with values in a general state space. Assuming only that the Markov chain is geometrically ergodic and that the functional F is bounded, the following conclusions are obtained: Spectral theory: Well-behaved solutions f̌ can be constructed for the “multiplicative Poisson equation” (eP )f̌ = λf̌ , where P is...
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ژورنال
عنوان ژورنال: Journal of the Mathematical Society of Japan
سال: 1973
ISSN: 0025-5645
DOI: 10.2969/jmsj/02520257