English

On $L_1$-Weak Ergodicity of nonhomogeneous discrete Markov processes and its applications

Probability 2012-04-10 v3 Dynamical Systems

Abstract

In the present paper we investigate the L1L_1-weak ergodicity of nonhomogeneous discrete Markov processes with general state spaces. Note that the L1L_1-weak ergodicity is weaker than well-known weak ergodicity. We provide a necessary and sufficient condition for such processes to satisfy the L1L_1-weak ergodicity. Moreover, we apply the obtained results to establish L1L_1-weak ergodicity of discrete time quadratic stochastic processes. As an application of the main result, certain concrete examples are also provided.

Keywords

Cite

@article{arxiv.1105.0478,
  title  = {On $L_1$-Weak Ergodicity of nonhomogeneous discrete Markov processes and its applications},
  author = {Farrukh Mukhamedov},
  journal= {arXiv preprint arXiv:1105.0478},
  year   = {2012}
}

Comments

14 pages