Timeline for Can ergodic theory help to prove ergodicity of general Markov chain?
Current License: CC BY-SA 3.0
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| Apr 13, 2017 at 12:57 | history | edited | CommunityBot |
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| Dec 22, 2014 at 9:09 | comment | added | Petite Etincelle | Thank you very much for all these explanations. I will go to look into these references | |
| Dec 20, 2014 at 14:29 | comment | added | R W | It's too long for a comment, so that I have added an edit to my answer. | |
| Dec 20, 2014 at 14:28 | history | edited | R W | CC BY-SA 3.0 |
added 909 characters in body
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| Dec 19, 2014 at 22:33 | comment | added | Petite Etincelle | Thank you for your answer. What do you mean by "irreducibility" of the state space in the general result that you quote in the first paragraph? In the book Markov chain and stochastic stability, the ergodicity of Markov chain is proven under the assumption that the chain is positive Harris, i.e. $\psi$-irreducible, admitting an invariant probability measure and Harris recurrent. Do you mean Harris recurrent is not necessary or your definition of irreducibility includes Harris recurrence? Could you give me a reference of this general result? | |
| Dec 19, 2014 at 20:03 | history | answered | R W | CC BY-SA 3.0 |