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Kingman's Subadditive Ergodic Theorem Kingman's Subadditive Ergodic Theorem
A simple proof of Kingman’s subadditive ergodic theorem is developed from a point of view which is conceptually algorithmic and which does not rely on either a maximal inequality or a combinatorial Riesz lemma.
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Michael Lavine Duke University, Durham, NC, USA. Summary. In recent years there have been several papers giving examples of Markov Chain Monte Carlo (MCMC) algorithms whose invariant measures are improper (have infinite mass) and which therefore are not positive recurrent, yet which have subchains from which valid inference can be derived. These are nonergodic (not having a limiting distributio...
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ژورنال
عنوان ژورنال: Proceedings of the Japan Academy, Series A, Mathematical Sciences
سال: 1944
ISSN: 0386-2194
DOI: 10.3792/pia/1195572741