Let $P_1,P_2$ denote stochastic transition matrices on a countable set $I$. Consider $P_1,P_2$ as operators on $\ell^2(I)$ given by multiplication. Question Under which conditions can we show that ...
Suppose I have a discrete-time Markov Chain (in an infinite dimensional state space $\Omega$) with Markov operator $P$, a linear operator on the space of bounded measurable functions on $\Omega$. (Or ...