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Results tagged with pr.probability
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user 60847
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 …
- 221
11
votes
2
answers
2k
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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 …
CommunityBot
- 1