Ergodicity of Markov chains in random environments
Ergodicity of Markov chains in random environments
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Bal谩zs Gerencser, Alfr茅d R茅nyi Institute of 外网天堂
We study the ergodic behavior of Markov chains on general state space, where the dynamics is not homogeneous in time, but rather driven by some background stationary process. We formulate conditions which guarantee the ergodicity of such compound processes, waking sure they are verifiable but not overly restrictive.
Joint work with Mikl贸s R谩sonyi.