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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

1 vote

Can ergodic theory help to prove ergodicity of general Markov chain?

I find a paper: http://www.sciencedirect.com/science/article/pii/S0167715211001751 where a short proof of Markov chain's ergodicity is made using classic result of ergodic theory and martingale techni …
Petite Etincelle's user avatar
11 votes
2 answers
2k views

Can ergodic theory help to prove ergodicity of general Markov chain?

I am a beginner in ergodic theory. I have read some lecture notes(such as this and this) about it in hope that I could find something which helps to prove the ergodicity of some Markov chain taking va …