Small Sets, Irreducibility, and Aperiodicity

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Abstract

So far, we have considered only atomic and discrete Markov chains. When the state space is not discrete, many Markov chains do not admit accessible atoms. Recall that a set C is an atom if each time the chain visits C, it regenerates, i.e., it leaves C under a probability distribution that is constant over C. If the state space does not possess an atom, we may require instead that the chain restart anew from C with some fixed probability (strictly less than one) that is constant over C. Then this property is satisfied by many more Markov chains. Such sets will be called small sets. The purpose of this chapter is to provide the first basic properties of Markov kernels that admit accessible small sets.

Original languageEnglish
Title of host publicationSpringer Series in Operations Research and Financial Engineering
PublisherSpringer Nature
Pages191-220
Number of pages30
DOIs
Publication statusPublished - 1 Jan 2018

Publication series

NameSpringer Series in Operations Research and Financial Engineering
ISSN (Print)1431-8598
ISSN (Electronic)2197-1773

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