Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter

DOI10.3150/bj/1089206409zbMath1049.60068OpenAlexW2050271451MaRDI QIDQ1880903

Dobrin Marchev, James P. Hobert, Jason Ross Schweinsberg

Publication date: 24 September 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1089206409

zbMATH Keywords

transiencereversibilitynull recurrencecouplinghazard rateadmissibilitystochastic comparisonstochastically monontone Markov chain

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

When is Eaton's Markov chain irreducible?

Cites Work

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