Advertisement

Ergodicity

  • Sean P. Meyn
  • Richard L. Tweedie
Chapter
  • 621 Downloads
Part of the Communications and Control Engineering Series book series (CCE)

Abstract

In Part II we developed the ideas of stability largely in terms of recurrence structures. Our concern was with the way in which the chain returned to the “center” of the space, how sure we could be that this would happen, and whether it might happen in a finite mean time.

Keywords

Renewal Process Ergodic Theorem Renewal Theory Total Variation Norm General State Space 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag London Limited 1993

Authors and Affiliations

  • Sean P. Meyn
    • 1
  • Richard L. Tweedie
    • 2
  1. 1.Coordinated Science Laboratory and the Department of Electrical and Computer EngineeringUniversity of IllinoisUrbanaUSA
  2. 2.Department of StatisticsColorado State UniversityFort CollinsUSA

Personalised recommendations