Abstract
This chapter is concerned with the asymptotic behavior of sample averages of stationary ergodic Markov chains. For this purpose, it is convenient to link the Markov chain to a certain dynamical system. The law of large numbers for Markov chains is then obtained as a consequence of the classical Birkhoff theorem.
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Douc, R., Moulines, E., Priouret, P., Soulier, P. (2018). Ergodic Theory for Markov Chains. In: Markov Chains. Springer Series in Operations Research and Financial Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-97704-1_5
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DOI: https://doi.org/10.1007/978-3-319-97704-1_5
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-97704-1
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