A quasi-ergodic theorem for evanescent processes

We prove a conditioned version of the ergodic theorem for Markov processes, which we call a quasi-ergodic theorem. We also prove a convergence result for conditioned processes as the conditioning event becomes rarer.

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Year of publication:	1999
Authors:	Breyer, L. A. ; Roberts, G. O.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 84.1999, 2, p. 177-186
Publisher:	Elsevier
Keywords:	Ergodic theorems Markov processes Quasi-stationary distributions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874945