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A Sufficient Condition for the Existence of an Invariant Probability Measure for Markov Processes

✍ Scribed by O. L. V. Costa and F. Dufour

Book ID
118035052
Publisher
Applied Probability Trust
Year
2005
Tongue
English
Weight
601 KB
Volume
42
Category
Article
ISSN
0021-9002

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πŸ“œ SIMILAR VOLUMES

Necessary and sufficient conditions for
Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
✍ O.L.V. Costa; F. Dufour πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 116 KB

In this paper, we present necessary and su cient conditions for the existence of a non-singular invariant probability measure for a Feller Markov chain taking values on a locally compact separable metric space. The necessary and su cient condition is written in terms of the Foster's criterion with a

Invariant probability measures for a cla
Invariant probability measures for a class of Feller Markov chains
✍ O.L.V. Costa; F. Dufour πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 107 KB

In this paper we consider a Markov chain deΓΏned on a locally compact separable metric space which satisΓΏes the Feller property. We introduce a new assumption which generalizes T-chain and irreducibility assumptions, well known in the literature of Markov chains. Under this new assumption, the Foster