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 -weak ergodicity of nonhomogeneous discrete Markov processes with general state spaces. Note that the -weak ergodicity is weaker than well-known weak ergodicity. We provide a necessary and sufficient condition for such processes to satisfy the -weak ergodicity. Moreover, we apply the obtained results to establish -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