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Mixed ratio limit theorems for Markov processes
Authors:Michael Lin
Institution:(1) Hebrew University of Jerusalem, Israel
Abstract:LetP be a conservative and ergodic Markov operator onL 1(X, Σ,m). We give a sufficient condition for the existence of a decompositionA f X such that for 0≦f, gL (A j ) and any two probability measuresμ andν weaker thanm 
$$\sum\limits_{n - 1}^N {\left\langle {\nu P^n ,g} \right\rangle } /\sum\limits_{n - 1}^N {\left\langle {\mu P^n ,f} \right\rangle }  converges to \left\langle {\lambda , g} \right\rangle /\left\langle {\lambda , f} \right\rangle $$
, whereλ is theσ-finite invariant measure (which necessarily exists). Processes recurrent in the sense of Harris are shown to have this decomposition, and an analytic proof of the convergence of 
$$\sum\limits_{n - 1}^N {P^n 1_A \left( x \right)/} \sum\limits_{n - 1}^N {P^n 1_B \left( y \right) to \lambda \left( A \right)/\lambda \left( B \right)} $$
is deduced for such processes. This paper is a part of the author’s Ph.D. thesis prepared at the Hebrew University of Jerusalem under the direction of Professor S. R. Foguel, to whom the author is grateful for his helpful advice and kind encouragement.
Keywords:
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