Titlebook: Markov Chains on Metric Spaces; A Short Course Michel Bena?m,Tobias Hurth Textbook 2022 The Editor(s) (if applicable) and The Author(s), un

強(qiáng)壯

bromide

600

COST

Solace

Harris and Positive Recurrence,Harris recurrence is introduced and it is proved that the existence of a recurrent petite set is a sufficient condition for this type of convergence. We also discuss criteria for the existence of a recurrent set, based on Lyapunov functions. Finally, moment estimates for the return times to such a set are derived.

epinephrine

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骨

Random Dynamical Systems,he state variable at time n and a random input sampled from an i.i.d. sequence of random variables. The main result is the fact that any given Markov chain can be represented by such a random dynamical system. In the exercises, Bernoulli convolutions and the Propp-Wilson algorithm are explored.

寬敞

quiet-sleep