A Note on Compact Markov Operators


Let (X,P ) be an irreducible, random walk on the state space X which is at most countable. We suppose that the (usually infinite) stochastic matrix P describes a Markov chain {Zn}n∈N defined on a probability space (Ω,F ,P) with transition probabilities p(x, y) := P[Zn+1 = y|Zn = x] homogeneous in time. Besides we consider the n-step transition probabilities… (More)


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