A Quasi-ergodic Theorem for Evanescent Processes

نویسنده

  • L. A. BREYER
چکیده

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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تاریخ انتشار 1997