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Probabilistic metric spaces constructed from stationary Markov chains

✍ Scribed by Philip S. Marcus


Publisher
Springer
Year
1977
Tongue
English
Weight
88 KB
Volume
15
Category
Article
ISSN
0001-9054

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Invariant probabilities for Markov chain
✍ Jean B. Lasserre πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 317 KB

We consider Markov kernels on a locally compact separable metric space that satisfy the (weak) Feller property. We provide a very simple necessary and sufficient condition for existence of an invariant probability measure. We also prove that every Feller Markov kernel on a compact Hausdorff (not nec