Skip to main content
Log in

Pointwise convergence of the iterates of a harris-recurrent Markov operator

  • Published:
Israel Journal of Mathematics Aims and scope Submit manuscript

Abstract

LetP be a Markov operator recurrent in the sense of Harris, withσ-finite invariant measureμ. (1) Ifμ is finite andP aperiodic, then forfL 1(μ),P nf →f fdμ a.e. (2) Ifμ is infinite,P nf → 0 a.e. for everyfL p (μ), 1≦p <∞.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. J. L. Doob,Stochastic Processes, Wiley, New York, 1953.

    MATH  Google Scholar 

  2. S. R. Foguel,Ergodic Theory of Markov Processes, Van Nostrand-Reinhold, New York, 1969.

    MATH  Google Scholar 

  3. S. Horowitz,Transition probabilities and contractions of L , Z. Wahrscheinlichkeitstheorie24 (1972), 263–274.

    Article  MATH  MathSciNet  Google Scholar 

  4. N. C. Jain,A note on invariant measures, Ann. Math. Statist.37 (1966), 729–732.

    MathSciNet  Google Scholar 

  5. N. C. Jain,Some limit theorems for a general Markov process, Z. Wahrscheinlichkeitstheorie6 (1966), 206–223.

    Article  MATH  Google Scholar 

  6. E. Nummelin and R. L. Tweedie,Geometric ergodicity and R-positivity for general Markov chains, Ann. Probability, to appear.

  7. S. Orey,Recurrent Markov chains, Pacific J. Math.9 (1959), 805–827.

    MATH  MathSciNet  Google Scholar 

  8. S. Orey,Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities, Van Nostrand, New York, 1971.

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Dr. Shlomo Horowitz died before completing the manuscript. He left a draft, to which I added the last paragraph, references, title and abstract. I made only slight modifications in a place or two in the proofs, for clarity (M. Lin).

Rights and permissions

Reprints and permissions

About this article

Cite this article

Horowitz, S. Pointwise convergence of the iterates of a harris-recurrent Markov operator. Israel J. Math. 33, 177–180 (1979). https://doi.org/10.1007/BF02762159

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02762159

Keywords

Navigation