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Invariant probability measures for a class of Feller Markov chains

✍ Scribed by O.L.V. Costa; F. Dufour

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
107 KB
Volume
50
Category
Article
ISSN
0167-7152

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✦ Synopsis

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's criterion is shown to be equivalent to the existence of an invariant probability measure for Feller-Markov chains, which is also equivalent to the existence of a non-singular invariant probability measure.

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