A quasi-ergodic theorem for evanescent processes

被引：25

作者：

Breyer, LA ^{[1
]}

Roberts, GO ^{[1
]}

机构：

[1] Univ Lancaster, Dept Math & Stat, Lancaster LA1 4YF, England

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1999年 / 84卷 / 02期

关键词：

ergodic theorems; Markov processes; quasi-stationary distributions;

D O I：

10.1016/S0304-4149(99)00018-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 1999 Published by Elsevier Science B.V. All rights reserved. MSG: primary 60J; secondary 60F.

引用

页码：177 / 186

页数：10

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