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.