Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains (Q5952060)
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scientific article; zbMATH DE number 1687634
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English | Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains |
scientific article; zbMATH DE number 1687634 |
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Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains (English)
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11 August 2003
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This paper is a continuation of an earlier work of the authors concerning the existence of a non-singular invariant measure without any additional assumptions. For related papers see: the authors [Stat. Probab. Lett. 50, No. 1, 13-21 (2000; Zbl 0970.60082)]; \textit{S. Meyn} and \textit{R. L. Tweedie} [Adv. Appl. Probab. 24, No.~3, 542-574 (1992; Zbl 0757.60061) and ibid. 25, No.~3, 487-517 (1993; Zbl 0781.60052)].
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Markov chain
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Feller chain
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invariant measures
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