On Cohen's stochastic generalization of the strong ergodic theorem of demography

Abstract

Cohen has generalized the classical strong ergodic theorem of demography to a stochastic setting. In this setting population projection matrices are chosen according to some homogeneous Markov chain. If this Markov chain converges to the same long-run distribution regardless of its starting point, then one can define an induced Markov chain on the product space of projection matrices and age structure vectors that also has a long-run distribution independent of its starting point. The present paper gives more natural conditions under which Cohen's result holds.