On L (1)-weak ergodicity of nonhomogeneous discrete Markov processes and its applications

In the present paper we investigate the L1-weak ergodicity of nonhomogeneous discrete Markov processes with general state spaces. Note that the L1-weak ergodicity is weaker than well-known weak ergodicity.We provide a necessary and sufficient condition for such processes to satisfy the L1-weak er...

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Bibliographic Details
Main Author: Mukhamedov, Farrukh
Format: Article
Language:English
Published: Springer 2013
Subjects:
Online Access:http://irep.iium.edu.my/30702/
http://irep.iium.edu.my/30702/
http://irep.iium.edu.my/30702/
http://irep.iium.edu.my/30702/1/mf-RevMatCom%282013%29.pdf
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Summary:In the present paper we investigate the L1-weak ergodicity of nonhomogeneous discrete Markov processes with general state spaces. Note that the L1-weak ergodicity is weaker than well-known weak ergodicity.We provide a necessary and sufficient condition for such processes to satisfy the L1-weak ergodicity. Moreover, we apply the obtained results to establish L1-weak ergodicity of discrete time quadratic stochastic processes. As an application of the main result, certain concrete examples are also provided.