Generalized Dobrushin ergodicity coefficient and ergodicities of non-homogeneous Markov chains

DOI10.1007/S43037-021-00173-3MaRDI QIDQ2073159zbMATH OpenOpenAlexFDO

Authors Farruh Mukhamedov, Ahmed Al-Rawashdeh

Publication date 27 January 2022

Published in Banach Journal of Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.07703

zbMATH Keywords

Markov operatorprojectionergodicity coefficientnon-homogeneous discrete Markov chainuniform \(P\)-ergodicweak \(P\)-ergodic

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time Markov processes on general state spaces (60J05) Measure-preserving transformations (28D05) Ergodic theory of linear operators (47A35)

Abstract: In our earlier paper, a generalized Dobrushin ergodicity coefficient of Markov operators (acting on abstract state spaces) with respect to a projection $P$, has been introduced and studied. It turned out that the introduced coefficient was more effective than the usual ergodicity coefficient. In the present work, by means of a left consistent Markov projections and the generalized Dobrushin's ergodicity coefficient, we investigate uniform and weak $P$-ergodicities of non-homogeneous discrete Markov chains (NDMC) on abstract state spaces. It is easy to show that uniform $P$-ergodicity implies a weak one, but in general the reverse is not true. Therefore, some conditions are provided together with weak $P$-ergodicity of NDMC which imply its uniform $P$-ergodicity. Furthermore, necessary and sufficient conditions are found by means of the Doeblin's condition for the weak $P$-ergodicity of NDMC. The weak $P$-ergodicity is also investigated in terms of perturbations. Several perturbative results are obtained which allow us to produce nontrivial examples of uniform and weak $P$-ergodic NDMC. Moreover, some category results are also obtained. We stress that all obtained results have potential applications in the classical and non-commutative probabilities.

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Cited in

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• Generalized Dobrushin ergodicity coefficient and uniform ergodicities of Markov operators

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