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A quasi-ergodic theorem for Markov processes.

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Published
  • L. A. Breyer
  • G. O. Roberts
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<mark>Journal publication date</mark>1999
<mark>Journal</mark>Stochastic Processes and their Applications
Issue number2
Volume84
Number of pages10
Pages (from-to)177-186
Publication StatusPublished
<mark>Original language</mark>English

Abstract

We prove a conditioned version of the ergodic theorem for Markov processes, which we call a quasi-ergodic theorem. We also prove a convergence result for conditioned processes as the conditioning event becomes rarer.