Invariant probabilities for Feller-Markov chains
A homogeneous Feller Markov chain \(x_t\) valued in a \(\sigma\)-compact metric space \(X\) is studied. It is shown that the existence of an invariant probability measure is equivalent to each of the following statements: (a) There exist a probability measure \(\nu\) and a moment \(v\) such that \(\limsup_{n\to\infty}n^{-1}E_{\nu}[\sum_{t=0}^{n-1}v(x_t)]<\infty\) ; (b) there exist a probability measure \(\nu\) and a moment \(v\) such that \(\limsup_{n\to\infty}(1-\alpha)E_{\nu}[\sum_{t=0}^{n-1}\alpha^tv(x_t)]<\infty\) , where a moment \(v\) means a nonnegative Borel function with \(\inf\{v(x)\mid x\notin K_n\}\uparrow\infty\) for some compact sets \(K_n\uparrow X\), as \(n\to\infty\). This weakens assumptions, such as strong Feller property or nondegeneracy or uniform countable-additivity, presumed in references.
- Invariant probabilities for Markov chains on a metric space
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- A Lyapunov Criterion for Invariant Probabilities with Geometric Tail
- Invariant Probabilities with Geometric Tail
- Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
- On the existence of an invariant measure for Markov-Feller operators
- Multiple-population discrete-time mean field games with discounted and total payoffs: the existence of equilibria
- Feller processes on nonlocally compact spaces
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