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R-Theory for Markov Chains on a Topological State Space I

✍ Scribed by Pollard, D. B.; Tweedie, R. L.


Book ID
120096035
Publisher
Oxford University Press
Year
1975
Tongue
English
Weight
283 KB
Volume
s2-10
Category
Article
ISSN
0024-6107

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Invariant probabilities for Markov chain
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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