{"entities":{"Q1176357":{"pageid":1187106,"ns":120,"title":"Item:Q1176357","lastrevid":47044021,"modified":"2025-12-31T12:02:06Z","type":"item","id":"Q1176357","labels":{"en":{"language":"en","value":"Markov chains with stochastically stationary transition probabilities"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 14057"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1176357$7AAB78ED-1291-4ABC-AED5-472CDFC570D3","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"062805e0515764ac62917417349d9f61f93f4430","datavalue":{"value":{"text":"Markov chains with stochastically stationary transition probabilities","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1176357$20F629A3-32A5-4E37-8146-AC5754EF0F98","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"76d30ea0eb70173c51fa7547f816a332ff7029cc","datavalue":{"value":"0735.60040","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1176357$2E07E0BA-6B65-46BF-AB48-22944C6E1CEA","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f36430c96b2a43497cdc9255857489c5e21ad9da","datavalue":{"value":{"entity-type":"item","numeric-id":1105268,"id":"Q1105268"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1176357$248B1FD1-2861-498C-916E-B17AEEAF048E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1176357$AC8794E8-8058-4059-BF3D-61AE0BD09684","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d3f790682a6be4cc1f3210e15eebe1d6cc5ffbc2","datavalue":{"value":{"time":"+1992-06-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1176357$F1DC42FF-0828-4BBF-84A2-6DBA2670896B","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"0920980d47c0b08fed4e2e3311c2ada879a21fa8","datavalue":{"value":"In this special invited paper, the author combines a partial summary of results of Nawrotzki and Cogburn on Markov chains whose transition probabilities form a stationary process with new contributions. Section 1 serves to introduce the model: \\((\\Theta,{\\mathcal B}_ 0)\\) is a measurable space, \\(\\Omega=\\Theta^{\\mathbb{Z}}\\), \\(\\Theta_ n\\) the \\(n\\)-th coordinate map, \\(T\\) the shift, and \\(\\pi\\) a \\(T\\)-invariant probability measure. For each \\(\\omega_ 0\\in \\Theta,P(\\omega_ 0)\\) is a stochastic matrix for a finite or denumerable state space \\(X\\). For fixed \\(\\omega\\in \\Omega\\), \\(P(\\Theta_ n(\\omega))\\) is the matrix of transition probabilities for the \\((n+1)\\)st transition in \\(X\\). Some work by Cogburn, who noticed that this model can be viewed as a special skew product in the setting of Hopf's theory of Markov operators in \\(L_ 1\\), is reviewed. For this, consider the space \\(E=X\\times\\Omega\\), and the transition probabilities \\(P((x,\\omega),\\{y\\}\\times B)=P(\\omega_ 0,x,y)\\mathbf{1}_ B(T\\omega)\\).   The main result in Section 2 is that if the shift is ergodic, then every ''closed'' (i.e. absorbing) set for the skew product operator \\(P\\) contains a minimal closed subset. This yields an ergodic decomposition of the skew product into at most countably many components. (The relation to the ergodic decomposition of general conservative contractions in \\(L_ 1\\), due to Jacobs, is not discussed.)   Section 3 deals with the similar model for the one-sided shift, and with its relation to the above model. For example it is shown that there is a bijection between the sets of invariant probability measures in the two models. Let \\(m_ N^{(y,\\omega)}\\) denote the probability measure on the space \\({\\mathcal M}(X)\\) of probabilities on \\(X\\), which assigns mass \\(1/N\\) to \\(P(\\omega_ 0,\\omega_ 1,\\ldots,\\omega_{n-1},\\cdot y,\\cdot)\\), where \\(P(\\omega_ m,\\ldots,\\omega_ n)=P(\\omega_ m)P(\\omega_{m+1})\\ldots P(\\omega_ n)\\). It is shown that when \\(\\pi\\) is ergodic and \\(\\phi\\) invariant for the skew product, then \\(m_ N^{(y,\\omega)}\\) converges weakly for \\(\\phi\\)-a.e. \\((y,\\omega)\\). A number of open problems are stated.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1176357$860AB712-4826-48E0-9351-1CCCB53B857A","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"bd4108785642175b204a42bb3f2b934d09894fdf","datavalue":{"value":{"entity-type":"item","numeric-id":585613,"id":"Q585613"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1176357$8192BD08-1B9A-4E7E-B3A7-339923B77DBC","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"de4049a368d68ec2ae6f38a89912f7631be4fe80","datavalue":{"value":"60G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1176357$8F3BD972-4AA7-4B8D-AB3C-64F89DEEB268","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1cdf15533e26fc0c4c2e22d28e655c364dfe77a6","datavalue":{"value":"60J10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1176357$9C446297-06CA-4539-9639-CB5399DC4A78","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b2fd11712c1754174452ebcb027983f408928d28","datavalue":{"value":"14057","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1176357$8A4E62E3-D5DC-4BB1-B16A-DE0A020999E6","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"319b0b206691a3c048544ac91b888bd6c472d0e2","datavalue":{"value":"random environment","type":"string"},"datatype":"string"},"type":"statement","id":"Q1176357$0CB4EC75-8538-4344-BBD3-A251CA451957","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"350df9d79ae257054f9de3a4483e1fc14ac82ac7","datavalue":{"value":"random transition probabilities","type":"string"},"datatype":"string"},"type":"statement","id":"Q1176357$00D68C05-765E-4BA6-8A4D-91B5625A4B2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9aadf49ba1b7986124b2a3f1354e8d1c242d2e18","datavalue":{"value":"stationary process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1176357$D331CF4D-E5C2-4DCA-80EA-BB931E382D27","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4f286576041c22b6e907327e577760a6bd8df26d","datavalue":{"value":"stochastic matrix","type":"string"},"datatype":"string"},"type":"statement","id":"Q1176357$E89F8934-1AB7-4242-ADFA-DCBF019A3890","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4707e2057f6022b14c03992198f343f1e493c38c","datavalue":{"value":"ergodic decomposition","type":"string"},"datatype":"string"},"type":"statement","id":"Q1176357$4B4C80B3-C918-43E1-AFF1-BF04F9E0F821","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0c08de636278b3562965631247f7edbb3e28b80f","datavalue":{"value":"invariant probability measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q1176357$7D076DAE-3121-41D5-846B-60522056534D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1176357$3D761574-122D-4859-94EA-BD59BBB168F6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c4434b6119fc9906a53bfcb46e1c5194cb103ecc","datavalue":{"value":"https://doi.org/10.1214/aop/1176990328","type":"string"},"datatype":"url"},"type":"statement","id":"Q1176357$98AE5595-3444-475D-B720-F86FCE854AA6","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"95ded125219ffc6b87eee0d5f61b10f5a4e1033d","datavalue":{"value":"W2000366017","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1176357$F9571833-7684-4B4C-B083-5CEBA87F340D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"fa621da721baf3b07bde57a237b1e4c7d0fc8e54","datavalue":{"value":"10.1214/AOP/1176990328","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1176357$0464D0FB-7E73-4756-90EB-CD5016425CA1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cf8d0fe76e07c7330f5fee41beaec06f91fcd891","datavalue":{"value":{"entity-type":"item","numeric-id":2719687,"id":"Q2719687"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ac0862dc1f454f077b16b56213eb9d6b44704bac","datavalue":{"value":{"amount":"+0.7839942574501038","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1176357$90B0A404-949F-494A-9C1C-4AEA082AC713","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2b4f778d5a6a30236dd96805688b153d5168a578","datavalue":{"value":{"entity-type":"item","numeric-id":4351942,"id":"Q4351942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f10cee96e229c94109283359a9dca0c9044a2b78","datavalue":{"value":{"amount":"+0.7745028138160706","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1176357$A20B9B4B-2119-4D05-868F-82CF6744BE02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d4a5e8da5fb95763fb6ecc28d9febba52d2c224d","datavalue":{"value":{"entity-type":"item","numeric-id":4515608,"id":"Q4515608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e5c7aa9382992f31bbbeb4be1dfc5fa38c91bd9c","datavalue":{"value":{"amount":"+0.7708234190940857","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1176357$C6B0A5DA-DCF7-469A-8DD0-F99C029D2363","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8185eed2f0d9ed910bff5781570321b54004a707","datavalue":{"value":{"entity-type":"item","numeric-id":4322088,"id":"Q4322088"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b03549ae6b5c8219ce2a974ab69a62d660be87ff","datavalue":{"value":{"amount":"+0.7611347436904907","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1176357$3775BACE-E56E-40D5-A04F-EEA8529F7462","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"208303f9552fed2c97e334530ce8c95d2889e00a","datavalue":{"value":{"entity-type":"item","numeric-id":5319074,"id":"Q5319074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bb79650794bed23ca84c466825260ee75f5cfafc","datavalue":{"value":{"amount":"+0.7593488693237305","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1176357$DF71B3C1-C9E5-4FBD-899D-BBCF4892BA61","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1176357","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1176357"}}}}}