Markov chains : Asymptotic behavior of Markov chains

Asymptotic behavior of Markov chains
Markov chains

Author : Jean LACROIX

Publication date: October 10, 2008 | Lire en français

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3. Asymptotic behavior of Markov chains

We call ergodic theorems theorems concerning the behavior, when n → +∞, of :

\frac{1}{n} \sum_{k = 0}^{n - 1} f (X_{k}) ou de \frac{\sum_{k = 0}^{n - 1} f (X_{k})}{}

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Asymptotic behavior of Markov chains

(1) - BREMAUD (P.) - Chaînes de Markov - Springer-verlag, New-York (2001).
(2) - DELMAS (J.F.), JOURDAIN (B.) - Modéles aléatoires - Mathématiques et applications (57) Springer-verlag,...

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