scientific article; zbMATH DE number 16467

Canonical models for contractions and nonselfadjoint linear operators (47A45) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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[For the entire collection see Zbl 0697.00019.] Let \(X\) be a one-sided, topological Markov chain, \(\sigma\) a shift on \(X\), \(\mu\) the Borel probability measure on \(X\), \(\sigma'(x)=d\mu\circ\sigma/d\mu(x)\) the Radon-Nikodym derivative of the measure \(\mu\circ\sigma\) with respect to \(\mu\), \(g\) an order \((m\times m)\) function-matrix. Define a weighted shift operator \(T_ g\) on \(L^ 2(X,\mu,\mathbb{R}^ m)\) as follows: \((T_ gf)(x)=\sigma'(x)g(x)f(x)\), \(x\in X\); write \(A=I-T_ g\), where \(I\) is the identity operator. The author discusses the solvability of the equation \(Af=h\) on \(L^ 2(X,\mu,\mathbb{R}^ m)\). He introduces a sequence \(\{P_ n\}\) of finite- dimensional orthogonal projections, sets \(A_ n=P_ nAP_ n\), and reduces the reversibility of \(A\) to the reversibility of \(A_ n\) for all \(n\) and uniform boundedness of their inverses.

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Weighted shift operator on a topological Markov chain

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