Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter

DOI10.1007/BF02104664zbMath0883.60064MaRDI QIDQ1358018

Dmitrii Korshunov

Publication date: 16 March 1998

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

weak convergenceMarkov kernelincrementsLyapunov test functions

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Convergence of probability measures (60B10)

Related Items (1)

Moments for stationary Markov chains with asymptotically zero drift

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation of the moments of the stationary distribution of a Markov chain by the trial-function method
• Transition phenomena for real-valued Markov chains
• Criteria for stochastic processes. II: Passage-time moments
• Transient phenomena for Markov chains and applications
• Weak convergence of a sequence of Markov chains
• Topics in the Constructive Theory of Countable Markov Chains

This page was built for publication: Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter