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Probabilistic metric spaces induced by Markov chains

โœ Scribed by Richard Moynihan

Publisher
Springer
Year
1976
Tongue
English
Weight
593 KB
Volume
35
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES

Invariant probabilities for Markov chain
Invariant probabilities for Markov chains on a metric space
โœ Jean B. Lasserre ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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