The discrete and continuous parameter forms of the mean ergodic theorem conclude that as N --> [infinity] or [tau] --> [infinity]. The ergodic limit P is shown to depend continuously on the operator T in the discrete case or on the infinitesimal generator A of the semigroup T in the continuous case. These results are motivated by recent investigations into the asymptotics of Markov chains.mean ergodic theorems Markov chains Markov processes continuous dependence ergodic limits
In this paper, we investigate computable lower bounds for the best strongly ergodic rate of converg...
We provide an elementary proof that ergodic measures on one-sided shift spaces are ‘uniformly scalin...
The finiteness of the mean visit time to state j is used in the characterization of uniform strong e...
The discrete and continuous parameter forms of the mean ergodic theorem conclude that 1 N ∑ n=0 N-1T...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, ...
We study the absolute continuity of ergodic measures of Markov chains $X_{n+1}=F(X_n,Y_{n+1})$ for t...
We consider a Markov chain with a general state space, but whose behavior is governed by finite matr...
AbstractWe study different types of limit behavior of infinite dimension discrete time nonhomogeneou...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...
AbstractWe consider a Markov chain with a general state space, but whose behavior is governed by fin...
International audienceConsider an irreducible, aperiodic and positive recurrent discrete time Markov...
We prove a conditioned version of the ergodic theorem for Markov processes, which we call a quasi-er...
We study the structure of the ergodic limit functions determined in random ergodic theorems. When th...
In this paper, we investigate computable lower bounds for the best strongly ergodic rate of converg...
We provide an elementary proof that ergodic measures on one-sided shift spaces are ‘uniformly scalin...
The finiteness of the mean visit time to state j is used in the characterization of uniform strong e...
The discrete and continuous parameter forms of the mean ergodic theorem conclude that 1 N ∑ n=0 N-1T...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, ...
We study the absolute continuity of ergodic measures of Markov chains $X_{n+1}=F(X_n,Y_{n+1})$ for t...
We consider a Markov chain with a general state space, but whose behavior is governed by finite matr...
AbstractWe study different types of limit behavior of infinite dimension discrete time nonhomogeneou...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...
AbstractWe consider a Markov chain with a general state space, but whose behavior is governed by fin...
International audienceConsider an irreducible, aperiodic and positive recurrent discrete time Markov...
We prove a conditioned version of the ergodic theorem for Markov processes, which we call a quasi-er...
We study the structure of the ergodic limit functions determined in random ergodic theorems. When th...
In this paper, we investigate computable lower bounds for the best strongly ergodic rate of converg...
We provide an elementary proof that ergodic measures on one-sided shift spaces are ‘uniformly scalin...
The finiteness of the mean visit time to state j is used in the characterization of uniform strong e...