This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space.The focus is on the ergodic properties of such chains, i.e., on their long-term statistical behaviour. Among the main topics are existence and uniqueness of invariant probability measures, irreducibility, recurrence, regularizing properties for Markov kernels, and convergence to equilibrium. These concepts are investigated with tools such as Lyapunov functions, petite and small sets, Doeblin and accessible points, coupling, as well as key notions from classical ergodic theory. The theory is...
This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space.The focus is on the ergodic properties of such...