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.
Full text not available from this repository.Official URL: http://dx.doi.org/10.1016/S0304-4149(99)00018-6
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: | 26 Jul 2012 15:29 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/19407 |
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