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Ergodicity of a bounded Markov chain with attractiveness towards the centre

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  • Pacheco-González, Carlos G.

Abstract

We analyse a Markov chain that models a process confined to a bounded interval, with the additional property that the process is constantly attracted to the centre of the interval. We study ergodic properties of the chain, and we find the limiting distribution for a specific construction using the beta distribution.

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  • Pacheco-González, Carlos G., 2009. "Ergodicity of a bounded Markov chain with attractiveness towards the centre," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2177-2181, October.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:20:p:2177-2181
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    References listed on IDEAS

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    1. Stoyanov, Jordan & Pirinsky, Christo, 2000. "Random motions, classes of ergodic Markov chains and beta distributions," Statistics & Probability Letters, Elsevier, vol. 50(3), pages 293-304, November.
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    Cited by:

    1. McKinlay, Shaun, 2017. "On beta distributed limits of iterated linear random functions," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 33-41.

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