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:

Journal Article

Journal or Publication Title:

Stochastic Processes and their Applications

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2611

Subjects:

?? ergodic theoremsmarkov processesquasi-stationary distributionsmodelling and simulationapplied mathematicsstatistics and probabilityqa 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:

15 Jul 2024 09:43

URI:

https://eprints.lancs.ac.uk/id/eprint/19407