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

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
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article

A New Condition for Ergodicity of Markov Chains with a General State Space

A. Y. Golubin
Theory of Probability and Its Applications
Markov Chains and Monte Carlo Methods
article

A New Condition for Ergodicity of Markov Chains with a General State Space

A. Y. Golubin
article en

Abstract

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.

Theory of Probability and Its ApplicationsVol. 70(1)
Openalex Percentile: Top 90%
Markov Chains and Monte Carlo Methods
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A New Condition for Ergodicity of Markov Chains with a General State Space — A. Y. Golubin · Theory of Probability and Its Applications (2025) | TGRS Research Map | TGRS