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1984
DOI: 10.1017/cbo9780511526237
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General Irreducible Markov Chains and Non-Negative Operators

Abstract: The purpose of this book is to present the theory of general irreducible Markov chains and to point out the connection between this and the Perron-Frobenius theory of nonnegative operators. The author begins by providing some basic material designed to make the book self-contained, yet his principal aim throughout is to emphasize recent developments. The technique of embedded renewal processes, common in the study of discrete Markov chains, plays a particularly important role. The examples discussed indicate a… Show more

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Cited by 640 publications
(740 citation statements)
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“…The foundations of a theory of general state space Markov chains are described in [50], and although the theory is much more refined now, this is still the best source of much basic material. The next generation of results is developed in [51] and more current treatments are contained in [52].…”
Section: Finite Markov Chainsmentioning
confidence: 99%
“…The foundations of a theory of general state space Markov chains are described in [50], and although the theory is much more refined now, this is still the best source of much basic material. The next generation of results is developed in [51] and more current treatments are contained in [52].…”
Section: Finite Markov Chainsmentioning
confidence: 99%
“…If (1.2) holds, then whenever (X n−1 , X n−1 ) ∈ C ×C, we can use Nummelin splitting [20,18,24] to jointly update X n and X n in such a way that X n = X n with probability at least . Thus, we have managed to "force" X n = X n with non-zero probability, as desired.…”
Section: Minorisation Conditions (Small Sets)mentioning
confidence: 99%
“…Under (A1), the environment ω is an ergodic sequence (see e.g. [10, p. 338] or [19,Theorem 6.15]). Condition (A3) guarantees, by convexity, the existence of a unique κ in (1.4).…”
Section: (A1) Eithermentioning
confidence: 99%