Existence and uniqueness of an invariant probability for a class of Feller Markov chains

DOI10.1007/BF02214077zbMath0855.60062MaRDI QIDQ1923930

Jean-Bernard Lasserre

Publication date: 13 October 1996

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

linear systemsinvariant measuresFarkas lemmaFeller Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

On the existence of a quasistationary measure for a Markov chain, Invariant probabilities for Markov chains on a metric space

Cites Work

• Invariant probabilities for Feller-Markov chains
• Topologically Recurrent Markov Chains: Ergodic Properties
• On strict stationarity and ergodicity of a non-linear ARMA model
• Generalizations of Farkas’ Theorem
• Finite regular invariant measures for Feller processes
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