A New Condition for Ergodicity of Markov Chains with a General State Space
The paper suggests a new condition, specifically a two-set decomposition of a Markov chain, guaranteeing the existence of a unique stationary distribution of the Markov chain with a general state space. This condition turns out to be sufficient for ergodicity of the Markov chain under the Harris recurrent condition. A comparison of the suggested condition with the known Doeblin condition and $\phi$-irreduciblity condition is given, and a concrete illustrative example is provided.
Authors
- A. Y. Golubin (ORCID: https://orcid.org/0000-0001-5600-7509)
Publication Details
- Journal
- Theory of Probability and Its Applications
- Published
- 2025-05-01
- DOI
- https://doi.org/10.1137/s0040585x97t99229x
- Primary Topic
- Markov Chains and Monte Carlo Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00