Weak ergodicity of nonhomogeneous Markov chains on noncommutative L1-spaces

In this paper we study certain properties of Dobrushin's ergod- icity coe�cient for stochastic operators de�ned on noncommutative L 1 -spaces associated with semi-�nite von Neumann algebras. Such results extends the well-known classical ones to a noncommutative setting. This allows us to i...

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Main Author: Mukhamedov, Farrukh
Format: Article
Language:English
Published: Ferdowsi University of Mashhad. 2013
Subjects:
Online Access:http://irep.iium.edu.my/29715/1/mf-BJMA%282013%29.pdf
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author Mukhamedov, Farrukh
author_facet Mukhamedov, Farrukh
author_sort Mukhamedov, Farrukh
collection IIUM
description In this paper we study certain properties of Dobrushin's ergod- icity coe�cient for stochastic operators de�ned on noncommutative L 1 -spaces associated with semi-�nite von Neumann algebras. Such results extends the well-known classical ones to a noncommutative setting. This allows us to in- vestigate the weak ergodicity of nonhomogeneous discrete Markov processes (NDMP) by means of the ergodicity coe�cient. We provide a su�cient condi- tions for such processes to satisfy the weak ergodicity. Moreover, a necessary and su�cient condition is given for the satisfaction of the L 1 -weak ergodicity of NDMP. It is also provided an example showing that L 1 -weak ergodicity is weaker that weak ergodicity. We applied the main results to several concrete examples of noncommutative NDMP.
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spelling oai:generic.eprints.org:297152013-04-23T07:06:01Z http://irep.iium.edu.my/29715/ Weak ergodicity of nonhomogeneous Markov chains on noncommutative L1-spaces Mukhamedov, Farrukh QA Mathematics In this paper we study certain properties of Dobrushin's ergod- icity coe�cient for stochastic operators de�ned on noncommutative L 1 -spaces associated with semi-�nite von Neumann algebras. Such results extends the well-known classical ones to a noncommutative setting. This allows us to in- vestigate the weak ergodicity of nonhomogeneous discrete Markov processes (NDMP) by means of the ergodicity coe�cient. We provide a su�cient condi- tions for such processes to satisfy the weak ergodicity. Moreover, a necessary and su�cient condition is given for the satisfaction of the L 1 -weak ergodicity of NDMP. It is also provided an example showing that L 1 -weak ergodicity is weaker that weak ergodicity. We applied the main results to several concrete examples of noncommutative NDMP. Ferdowsi University of Mashhad. 2013 Article PeerReviewed application/pdf en http://irep.iium.edu.my/29715/1/mf-BJMA%282013%29.pdf Mukhamedov, Farrukh (2013) Weak ergodicity of nonhomogeneous Markov chains on noncommutative L1-spaces. Banach Journal of Mathematical Analysis, 7 (2). pp. 53-73. ISSN 1735-8787 http://www.emis.de/journals/BJMA/
spellingShingle QA Mathematics
Mukhamedov, Farrukh
Weak ergodicity of nonhomogeneous Markov chains on noncommutative L1-spaces
title Weak ergodicity of nonhomogeneous Markov chains on noncommutative L1-spaces
title_full Weak ergodicity of nonhomogeneous Markov chains on noncommutative L1-spaces
title_fullStr Weak ergodicity of nonhomogeneous Markov chains on noncommutative L1-spaces
title_full_unstemmed Weak ergodicity of nonhomogeneous Markov chains on noncommutative L1-spaces
title_short Weak ergodicity of nonhomogeneous Markov chains on noncommutative L1-spaces
title_sort weak ergodicity of nonhomogeneous markov chains on noncommutative l1 spaces
topic QA Mathematics
url http://irep.iium.edu.my/29715/1/mf-BJMA%282013%29.pdf
work_keys_str_mv AT mukhamedovfarrukh weakergodicityofnonhomogeneousmarkovchainsonnoncommutativel1spaces