Strongly ergodic behavior for non-stationary Markov processes

DOI10.1214/AOP/1176996986MaRDI QIDQ2561795zbMATH OpenOpenAlexFDO

Authors Richard W. Madsen, Dean L. Isaacson

Publication date 1973

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996986

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(11)

• L₁ ergodic behavior of non-negative kernels
• Weak ergodicity of nonhomogeneous Markov chains on noncommutative \(L^1\)-spaces
• Generalized Dobrushin ergodicity coefficient and ergodicities of non-homogeneous Markov chains
• The Dobrushin ergodicity coefficient and the ergodicity of noncommutative Markov chains
• On weak and strong ergodicity
• Uniform stability and weak ergodicity of nonhomogeneous Markov chains defined on ordered Banach spaces with a base
• A theoretical framework for simulated annealing
• On \(L_1\)-weak ergodicity of nonhomogeneous discrete Markov processes and its applications
• Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base
• The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains
• Strong consistency of kernel density estimates for Markov chains failure rates

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