An order-theoretic mixing condition for monotone Markov chains

DOI10.1016/j.spl.2011.09.024zbMath1239.60069OpenAlexW2171606352MaRDI QIDQ419217

Takashi Kamihigashi, John Stachurski

Publication date: 18 May 2012

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

Full work available at URL: https://www.cbe.anu.edu.au/researchpapers/econ/wp559.pdf

zbMATH Keywords

monotonicityMarkov chainsmixingirreducibilitycoupling

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Related Items (5)

Seeking ergodicity in dynamic economies ⋮ Fixed points of terminating mappings in partial metric spaces ⋮ Simple fixed point results for order-preserving self-maps and applications to nonlinear Markov operators ⋮ The invariant distribution of wealth and employment status in a small open economy with precautionary savings ⋮ A unified stability theory for classical and monotone Markov chains

Cites Work

• Markov chains and stochastic stability
• Asymptotics of a class of Markov processes which are not in general irreducible
• Limit theorems for monotone Markov processes
• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
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