A quasi-ergodic theorem for evanescent processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:84

Article

Breyer, LA ; Roberts, GO

关键词: ergodic theorems;    Markov processes;    quasi-stationary distributions;   

DOI  :  10.1016/S0304-4149(99)00018-6

来源: Elsevier

【 摘 要 】

We prove a conditioned version of the ergodic theorem for Markov processes, which we call a quasi-ergodic theorem. We also prove a convergence result for conditioned processes as the conditioning event becomes rarer. (C) 1999 Published by Elsevier Science B.V. All rights reserved. MSG: primary 60J; secondary 60F.

【 授权许可】

Free