Ergodic theorems for discrete time stochastic systems using a stochastic Lyapunov function. (English) Zbl 0681.60067

Meyn, Sean P.

SIAM J. Control Optimization 27, No. 6, 1409-1439 (1989).

MSC:

60J20	Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
93E15	Stochastic stability in control theory
60J10	Markov chains (discrete-time Markov processes on discrete state spaces)

Keywords:

law of large numbers; ergodic theorems; martingale property; stationary transition probabilities