RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2021 Volume 66, Issue 3, Pages 454–467 (Mi tvp5371)

An alternative method of the proof of the ergodic theorem for general Markov chains

S. V. Nagaev

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Abstract: 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, Markov chains, ergodic theorem, kernel of an operator.

Received: 21.10.2019
Accepted: 05.03.2021

DOI: 10.4213/tvp5371


 English version:
Theory of Probability and its Applications, 2021, 66:3, 364–375

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025