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Teoriya Veroyatnostei i ee Primeneniya, 2021, Volume 66, Issue 3, Pages 454–467
DOI: https://doi.org/10.4213/tvp5371
(Mi tvp5371)
 

An alternative method of the proof of the ergodic theorem for general Markov chains

S. V. Nagaev

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
References:
Abstract: As an alternative to the splitting technique of Athreya–Ney and Nummelin, we propose a new method for the proof of ergodic theorems for Markov chains with arbitrary state space. Under our approach, the expansion of the original state space, which, in our opinion, is an ingenious but still artificial technique, can be avoided.
Keywords: splitting method, transition function, Harris condition, state space, Markov chains, ergodic theorem, kernel of an operator.
Received: 21.10.2019
Accepted: 05.03.2021
English version:
Theory of Probability and its Applications, 2021, Volume 66, Issue 3, Pages 364–375
DOI: https://doi.org/10.1137/S0040585X97T990459
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. V. Nagaev, “An alternative method of the proof of the ergodic theorem for general Markov chains”, Teor. Veroyatnost. i Primenen., 66:3 (2021), 454–467; Theory Probab. Appl., 66:3 (2021), 364–375
Citation in format AMSBIB
\Bibitem{Nag21}
\by S.~V.~Nagaev
\paper An alternative method of the proof of the ergodic theorem for general Markov chains
\jour Teor. Veroyatnost. i Primenen.
\yr 2021
\vol 66
\issue 3
\pages 454--467
\mathnet{http://mi.mathnet.ru/tvp5371}
\crossref{https://doi.org/10.4213/tvp5371}
\zmath{https://zbmath.org/?q=an:7420263}
\transl
\jour Theory Probab. Appl.
\yr 2021
\vol 66
\issue 3
\pages 364--375
\crossref{https://doi.org/10.1137/S0040585X97T990459}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85129582862}
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