Invariant probabilities for Markov chains on a metric space

DOI10.1016/S0167-7152(96)00189-7zbMath0894.60071OpenAlexW2053315746MaRDI QIDQ1380656

Jean-Bernard Lasserre

Publication date: 30 August 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00189-7

zbMATH Keywords

invariant probability measuresFeller Markov chains

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (8)

Drift conditions and invariant measures for Markov chains. ⋮ Feller processes on nonlocally compact spaces ⋮ Uncertainty quantification for Markov chain models ⋮ Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains ⋮ Weak Feller property of non-linear filters ⋮ A Lyapunov Criterion for Invariant Probabilities with Geometric Tail ⋮ A sufficient condition for the existence of an invariant probability measure for Markov processes ⋮ Invariant probability measures for a class of Feller Markov chains

Cites Work

• Markov chains and stochastic stability
• Invariant probabilities for Feller-Markov chains
• Existence of bounded invariant probability densities for Markov chains
• Existence and uniqueness of an invariant probability for a class of Feller Markov chains
• Topologically Recurrent Markov Chains: Ergodic Properties
• Finite regular invariant measures for Feller processes
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