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
@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  - 
%0 Journal Article
%A S. V. Nagaev
%T An alternative method of the proof of the ergodic theorem for general Markov chains
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2021
%P 454-467
%V 66
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2021_66_3_a2/
%G ru
%F TVP_2021_66_3_a2
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/