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arXiv 2001.07703math.FAmath.DSmath.OAmath.PR

Generalized Dobrushin Ergodicity Coefficient and Ergodicities of Non-homogeneous Markov Chains

Farrukh Mukhamedov, Ahmed Al-Rawashdeh

英文摘要:

In our earlier paper, a generalized Dobrushin ergodicity coefficient of Markov operators (acting on abstract state spaces) with respect to a projection $P$, has been introduced and studied. It turned out that the introduced coefficient was more effective than the usual ergodicity coefficient. In the present work, by means of a left consistent Markov projections and the generalized Dobrushin's ergodicity coefficient, we investigate uniform and weak $P$-ergodicities of non-homogeneous discrete Markov chains (NDMC) on abstract state spaces. It is easy to show that uniform $P$-ergodicity implies a weak one, but in general the reverse is not true. Therefore, some conditions are provided together with weak $P$-ergodicity of NDMC which imply its uniform $P$-ergodicity. Furthermore, necessary and sufficient conditions are found by means of the Doeblin's condition for the weak $P$-ergodicity of NDMC. The weak $P$-ergodicity is also investigated in terms of perturbations. Several perturbative results are obtained which allow us to produce nontrivial examples of uniform and weak $P$-ergodic NDMC. Moreover, some category results are also obtained. We stress that all obtained results have potential applications in the classical and non-commutative probabilities.

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