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Random markov processes and uniform martingales

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Abstract

It is shown here that a certain generalization of ann-step Markov chain is equivalent to the uniform convergence of the martingale {P(X 0|X −1 X −2···X −n)} ∞n=1 . Ergodic and probabilistic properties of this process are explored.

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Authors and Affiliations

  1. Department of Mathematics, University of Southern California, 90089, Los Angeles, CA, USA

    Steve Kalikow

Authors
  1. Steve Kalikow
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This work was initiated at SUNY/Albany.

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Kalikow, S. Random markov processes and uniform martingales. Israel J. Math. 71, 33–54 (1990). https://doi.org/10.1007/BF02807249

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  • DOI: https://doi.org/10.1007/BF02807249

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