Existence of bounded invariant probability densities for Markov chains

DOI10.1016/0167-7152(95)00146-8zbMath0865.60063OpenAlexW2097270234WikidataQ127120983 ScholiaQ127120983MaRDI QIDQ1922140

Onésimo Hernández-Lerma, Jean-Bernard Lasserre

Publication date: 25 November 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00146-8

zbMATH Keywords

Markov chainsinvariant probability densityLyapunov criterion for stochastic stability

Mathematics Subject Classification ID

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

Related Items (1)

Invariant probabilities for Markov chains on a metric space

Cites Work

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• Markov chains and stochastic stability
• Ergodicity of nonlinear first order autoregressive models
• On geometric ergodicity of nonlinear autoregressive models
• Rates of convergence for everywhere-positive Markov chains
• An extension of the Vitali-Hahn-Saks Theorem
• Generalizations of Farkas’ Theorem
• Finite regular invariant measures for Feller processes
• Optimal Discounted Stochastic Control for Diffusion Processes

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