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
On necessary and sufficient conditions for convergence of probability measures in variation
β Scribed by L.Ju. Vostrikova
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 753 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0304-4149
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