May 2014
Intermediate to advanced
258 pages
6h 11m
English
Content preview from Markov Chains: Analytic and Monte Carlo Computations
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Chapter 4Long-time behavior
4.1 Path regeneration and convergence
In this section, let 
be an irreducible recurrent Markov chain on 
. For 
, let the counting measure 
with integer values, and the empirical measure 
, which is a probability measure, be the random measures given by
so that if 
is a real function on 
, then
and if 
is in 
, then
For any state , Lemma 3.1.3 yields that , and hence ...
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