Eine Invarianzeigenschaft für Startverteilungen einer Klasse stochastischer Prozesse

DOI10.1007/BF01902878zbMath0454.60037OpenAlexW2004084225MaRDI QIDQ1149691

Rainer von Chossy, Ulrich Oppel

Publication date: 1981

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175801

zbMATH Keywords

stationary Markov chainsweak ergodicityinvariance propertyHarris chainsmixing for stochastic processes

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) General theory of stochastic processes (60G07) Zero-one laws (60F20)

Cites Work

• An ergodic theorem for Markov chains
• The Tail $\sigma$-Field of a Markov Chain and a Theorem of Orey
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