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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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