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The Invariance Principle for Some Class of Markov Chains

✍ Scribed by Lin, Zhengyan


Book ID
118227088
Publisher
Society for Industrial and Applied Mathematics
Year
2000
Tongue
English
Weight
96 KB
Volume
44
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES


Invariant probability measures for a cla
✍ O.L.V. Costa; F. Dufour πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 107 KB

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