A quasi-ergodic theorem for Markov processes.

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A quasi-ergodic theorem for Markov processes. / Breyer, L. A.; Roberts, G. O.
In: Stochastic Processes and their Applications, Vol. 84, No. 2, 1999, p. 177-186.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Breyer, LA & Roberts, GO 1999, 'A quasi-ergodic theorem for Markov processes.', Stochastic Processes and their Applications, vol. 84, no. 2, pp. 177-186. https://doi.org/10.1016/S0304-4149(99)00018-6

APA

Breyer, L. A., & Roberts, G. O. (1999). A quasi-ergodic theorem for Markov processes. Stochastic Processes and their Applications, 84(2), 177-186. https://doi.org/10.1016/S0304-4149(99)00018-6

Vancouver

Breyer LA, Roberts GO. A quasi-ergodic theorem for Markov processes. Stochastic Processes and their Applications. 1999;84(2):177-186. doi: 10.1016/S0304-4149(99)00018-6

Author

Breyer, L. A. ; Roberts, G. O. / A quasi-ergodic theorem for Markov processes. In: Stochastic Processes and their Applications. 1999 ; Vol. 84, No. 2. pp. 177-186.

Bibtex

@article{46273a126ece4f59b9b00a5c69acd88c,

title = "A quasi-ergodic theorem for Markov processes.",

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.",

keywords = "Ergodic theorems, Markov processes, Quasi-stationary distributions",

author = "Breyer, {L. A.} and Roberts, {G. O.}",

year = "1999",

doi = "10.1016/S0304-4149(99)00018-6",

language = "English",

volume = "84",

pages = "177--186",

journal = "Stochastic Processes and their Applications",

publisher = "Elsevier",

number = "2",

}

RIS

TY - JOUR

T1 - A quasi-ergodic theorem for Markov processes.

AU - Breyer, L. A.

AU - Roberts, G. O.

PY - 1999

Y1 - 1999

N2 - 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.

AB - 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.

KW - Ergodic theorems

KW - Markov processes

KW - Quasi-stationary distributions

U2 - 10.1016/S0304-4149(99)00018-6

DO - 10.1016/S0304-4149(99)00018-6

M3 - Journal article

VL - 84

SP - 177

EP - 186

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 2

ER -

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