Continuous dependence of ergodic limits

Jerome A. Goldstein and Gisèle Ruiz Rieder

Journal of Multivariate Analysis, 1990, vol. 32, issue 1, 150-160

Abstract: The discrete and continuous parameter forms of the mean ergodic theorem conclude that as N --> [infinity] or [tau] --> [infinity]. The ergodic limit P is shown to depend continuously on the operator T in the discrete case or on the infinitesimal generator A of the semigroup T in the continuous case. These results are motivated by recent investigations into the asymptotics of Markov chains.

Keywords: mean; ergodic; theorems; Markov; chains; Markov; processes; continuous; dependence; ergodic; limits (search for similar items in EconPapers)
Date: 1990
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