A characterization of the tail _-field for certain Markov chains
Date
1972
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Abstract
If C(v,P) is a countable state, recurrent, aperiodic and irreducible Markov Chain with stationary probabilities, the measure of any set of the tail a-field is equal to either zero or one. Although recurrent Markov chains have trivial tail a-fields this is not in general true for transient chains. However the tail g-field for two merging independent Markov chains is trivial. Investigating the invariant measurable sets of 0 leads to the solution of a functional equation of the general form pf = f.
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Master of Arts
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Thesis
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Bachman, Howard Floyd. "A characterization of the tail _-field for certain Markov chains." (1972) Master’s Thesis, Rice University. https://hdl.handle.net/1911/90089.
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