Markov Chains and the Ergodic Theorem
نویسنده
چکیده
This paper will explore the basics of discrete-time Markov chains used to prove the Ergodic Theorem. Definitions and basic theorems will allow us to prove the Ergodic Theorem without any prior knowledge of Markov chains, although some knowledge about Markov chains will allow the reader better insight about the intuitions behind the provided theorems. Even for those familiar with Markov chains, the provided definitions will be important in providing the uses for the various notations used in this paper.
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تاریخ انتشار 2007