참고문헌
- Annals of Probability v.16 Asymptotics of a class of Markov processes which are not in general irreducible Bhattacharya,R.N.;Lee,O.
- Convergence of probability measures Billingsley,P.
- Probability Breiman,L.
- Journal of Applied Probability v.22 A multiplethreshold AR(1) model Chan,K.;Petruccelli,J.;Tong,H.;Woolford,S.
- Annals of Probability v.3 A uniform theory for sums of Markov chain transition probabilities Cogburn,R.
- Soviet Math. Dokl. v.19 no.2 The central limit theorem for stationary Markov processes Gordin,M.I.;Lifsic,B.A.
- Gebiete v.8 Contributions to Doeblin’s theory of Markov Processes Jain,N.;Jamison,B.
- Ph. D. thesis, Indiana University Lee,C.
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Communications of Korean Mathematical Society
v.3
no.2
Sufficient conditions for irrducibility, ergodicity and recurrence of a Markov proces
$X{n+1}=f(X_n)+\epsilon_{n+1}$ Lee,O. - Sotchastic Processes and their Applications v.12 Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory Nummelin,E.;Tuominen,P.
- Limit theorems for Markov chain transition probabilities Orey,S.
- Non-linear time series Tong,H.
- Sotchastic Processes and their Applications v.3 Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space Tweedie,R.L.