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A quasi-ergodic theorem for Markov processes.

Breyer, L. A. and Roberts, G. O. (1999) A quasi-ergodic theorem for Markov processes. Stochastic Processes and their Applications, 84 (2). pp. 177-186.

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Abstract

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.

Item Type: Article
Journal or Publication Title: Stochastic Processes and their Applications
Uncontrolled Keywords: Ergodic theorems ; Markov processes ; Quasi-stationary distributions
Subjects: Q Science > QA Mathematics
Departments: Faculty of Science and Technology > Mathematics and Statistics
Faculty of Science and Technology > Lancaster Environment Centre
ID Code: 19407
Deposited By: ep_ss_importer
Deposited On: 19 Nov 2008 14:44
Refereed?: Yes
Published?: Published
Last Modified: 12 Sep 2014 09:25
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/19407

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