Stationary flows and uniqueness of invariant measures
From MaRDI portal
Publication:3568330
DOI10.1090/S0033-569X-10-01194-5zbMath1195.37007arXivmath/0702391MaRDI QIDQ3568330
Takis Konstantopoulos, François Baccelli
Publication date: 11 June 2010
Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0702391
Stationary stochastic processes (60G10) Dynamical aspects of measure-preserving transformations (37A05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Recurrent Markov chains
- A splitting technique for Harris recurrent Markov chains
- A New Approach to the Limit Theory of Recurrent Markov Chains
- Markov Chains
- Markov Chains
- Applied Probability and Queues
- An Introduction to Symbolic Dynamics and Coding
- A discrete-time proof of Neveu's exchange formula
- Theory of Random Sets
- Some Properties of Stationary Flows of Homogeneous Random Events
- On the notion of recurrence in discrete stochastic processes
This page was built for publication: Stationary flows and uniqueness of invariant measures