An alternative method of the proof of the ergodic theorem for general Markov chains
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 3, pp. 454-467
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			As an alternative to the splitting technique of Athreya–Ney and
Nummelin, we propose a new method for the proof of ergodic theorems for
Markov chains with arbitrary state space. Under our approach, the expansion
of the original state space, which, in our opinion, is an ingenious but
still artificial technique, can be avoided.
			
            
            
            
          
        
      
                  
                    
                    
                    
                    
                    
                      
Keywords: 
splitting method, transition function, Harris condition, state space, ergodic theorem, kernel of an operator.
Mots-clés : Markov chains
                    
                  
                
                
                Mots-clés : Markov chains
@article{TVP_2021_66_3_a2,
     author = {S. V. Nagaev},
     title = {An alternative method of the proof of the ergodic theorem for general {Markov} chains},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {454--467},
     publisher = {mathdoc},
     volume = {66},
     number = {3},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2021_66_3_a2/}
}
                      
                      
                    TY - JOUR AU - S. V. Nagaev TI - An alternative method of the proof of the ergodic theorem for general Markov chains JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2021 SP - 454 EP - 467 VL - 66 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2021_66_3_a2/ LA - ru ID - TVP_2021_66_3_a2 ER -
S. V. Nagaev. An alternative method of the proof of the ergodic theorem for general Markov chains. Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 3, pp. 454-467. http://geodesic.mathdoc.fr/item/TVP_2021_66_3_a2/
