A characterization of the tail _-field for certain Markov chains

[摘要] 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.

[发布机构] Rice University