A quasi-ergodic theorem for evanescent processes

L. A. Breyer and G. O. Roberts

Stochastic Processes and their Applications, 1999, vol. 84, issue 2, 177-186

Abstract: We prove a conditioned version of the ergodic theorem for Markov processes, which we call a quasi-ergodic theorem. We also prove a convergence result for conditioned processes as the conditioning event becomes rarer.

Keywords: Ergodic; theorems; Markov; processes; Quasi-stationary; distributions (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (7)

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