Invariant probability measures for a class of Feller Markov chains

DOI10.1016/S0167-7152(00)00075-4zbMath0970.60082OpenAlexW2052835726MaRDI QIDQ1590830

François Dufour, Oswaldo L. V. Costa

Publication date: 16 October 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00075-4

zbMATH Keywords

Markov chainsinvariant measureinvariant probability measureFeller-Markov chainsFoster-type criterion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)

Related Items (4)

Drift conditions and invariant measures for Markov chains. ⋮ An ergodic decomposition defined by transition probabilities ⋮ On the ergodic decomposition for a class of Markov chains ⋮ Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains

Cites Work

• Unnamed Item
• Markov chains and stochastic stability
• Ergodic theorems and ergodic decomposition for Markov chains
• Invariant probabilities for Markov chains on a metric space
• General Irreducible Markov Chains and Non-Negative Operators
• Stability of Piecewise-Deterministic Markov Processes

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