Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base (Q343268)
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| English | Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base |
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Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base (English)
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25 November 2016
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The author studies the properties of the Dobrushin ergodicity coefficient defined for ordered Banach spaces with a base (OBSB). In terms of this coefficient, he proves the equivalence of uniform and weak ergodicity of homogeneous Markov chains. Also, he uses this coefficient to determine necessary and sufficient conditions for the weak ergodicity of nonhomogeneous descrete Markov chains (NDMC). It is also established that NDMC satisfies \(L\)-weak ergodicity if and only if it satisfies a modified Doeblin's condition. At the end, several examples of NDMC defined on OBSB different from \(L\), and satisfying the modified Doeblin's condition are provided.
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coefficient of ergodicity
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weak ergodicity
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\(L\)-weak ergodicity
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nonhomogeneous Markov chain
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norm ordered space
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Doeblin's condition
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