Correction to a proposition related to ergodicity of Markov chains

被引:0
|
作者
Ziqi Tan
Xianping Guo
机构
[1] Sun Yat-sen University,School of Mathematics and Guangdong Province Key Laboratory of Computational Science
来源
关键词
Markov chain; split chain; petite set; minorization condition; 60J05;
D O I
暂无
中图分类号
学科分类号
摘要
Proposition 5.5.6 (ii) in the book Markov Chains and Stochastic Stability (2nd ed, Cambridge Univ. Press, 2009) has been used in the proof of a theorem about ergodicity of Markov chains. Unfortunately, an example in this paper shows that this proposition is not always true. Thus, a correction of this proposition is provided.
引用
收藏
页码:801 / 813
页数:12
相关论文
共 50 条