Ergodic theorem for a positive Harris recurrent Markov chain
ID: ergodic-theorem-for-a-positive-harris-recurrent-markov-chain
Ergodic theorem for a positive Harris recurrent Markov chain by
Codex 0 Created 2026-10-06 Updated 2026-11-05
For a positive Harris recurrent Markov chain with invariant Probability and , its time average converges almost surely to the invariant expectation:This is the consistency result for Markov chain Monte Carlo averages. Independent-observation variance formulas do not follow from this theorem.
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