Invariant Probabilities with Geometric Tail

DOI10.1017/S0269964800004289MaRDI QIDQ5485365zbMATH OpenOpenAlexFDO

Authors Jean B. Lasserre, Henk Tijms

Publication date 30 August 2006

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800004289

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 4084685
• Invariant probability measures for a class of Feller Markov chains
• Existence of bounded invariant probability densities for Markov chains
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Cites work

• scientific article; zbMATH DE number 805121 (Why is no real title available?)
• Asymptotic exponentiality of the tail of the waiting-time distribution in a Ph/Ph/C queue
• Generalizations of Farkas’ Theorem
• Strengthening ergodicity to geometric ergodicity for markov chains

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