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Majorizing Potentials in Strong Ratio Limit Theorems
M. G. Shur Moscow State Institute of Electronics and Mathematics
Abstract:
In [1], the strong ratio limit theorems associated with Markov chains were first proved for some “test” functions with specific properties and were then generalized to a wider family of functions. In the present paper, this family is significantly extended by functions that can be majorized in a sense by the potentials of the original functions. The verification of whether a function belongs of the new family can be simplified by using small functions and their analogs. Here the traditional recurrency- or irreducibility-type requirements for the corresponding Markov chains are replaced by more flexible requirements.
Keywords:
ergodic theorem, probability measure, strong ratio limit theorem, homogenous Markov chain, bounded measurable function, potential theory, Feller chain.
Received: 31.05.2006
Citation:
M. G. Shur, “Majorizing Potentials in Strong Ratio Limit Theorems”, Mat. Zametki, 84:1 (2008), 117–126; Math. Notes, 84:1 (2008), 116–124
Linking options:
https://www.mathnet.ru/eng/mzm4076https://doi.org/10.4213/mzm4076 https://www.mathnet.ru/eng/mzm/v84/i1/p117
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Abstract page: | 341 | Full-text PDF : | 169 | References: | 55 | First page: | 4 |
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