Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras

• Autor(a) principal: Nascimento, Antônio Marcos Batista do
• Data de Publicação: 2014
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: Repositório Institucional da UFRN
• Texto Completo: https://repositorio.ufrn.br/jspui/handle/123456789/18651
• topic: Cadeias de Markov não-homogêneas. Ergodicidade fraca e forte. Cadeias de markov com transições raras. W -grafo; Markov chains non-homogeneous. Weak and strong ergodicity. Mar-kov chains with rare transitions. W -graphs; CNPQ::CIENCIAS EXATAS E DA TERRA::MATEMATICA::MATEMATICA APLICADA

The central objective of a study Non-Homogeneous Markov Chains is the concept of weak and strong ergodicity. A chain is weak ergodic if the dependence on the initial distribution vanishes with time, and it is strong ergodic if it is weak ergodic and converges in distribution. Most theoretical results on strong ergodicity assume some knowledge of the limit behavior of the stationary distributions. In this work, we collect some general results on weak and strong ergodicity for chains with space enumerable states, and also study the asymptotic behavior of the stationary distributions of a particular type of Markov Chains with finite state space, called Markov Chains with Rare Transitions