On the ergodicity of certain Markov chains in random environments

DOI10.1007/s10959-023-01256-7zbMath1527.60053arXiv1807.03568OpenAlexW4372357385MaRDI QIDQ6071174

Balázs Gerencsér, Miklós Rásonyi

Publication date: 21 November 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.03568

zbMATH Keywords

ergodicityMarkov chainrandom environment

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25) Processes in random environments (60K37)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• On direct convergence and periodicity for transition probabilities of Markov chains in random environments
• Markov chains with stochastically stationary transition probabilities
• Large deviations for Markov chains with random transitions
• Markov chains in random environment with applications in queuing theory and machine learning
• Perron-Frobenius theorem, large deviations, and random perturbations in random environments
• Long memory in continuous-time stochastic volatility models
• Markov chains in random environments and random iterated function systems
• Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
• The ergodic theory of Markov chains in random environments
• On a class of mixing processes
• Limit theorems for random transformations and processes in random environments
• Volatility is rough
• Empirical properties of asset returns: stylized facts and statistical issues

This page was built for publication: On the ergodicity of certain Markov chains in random environments