Feller processes on nonlocally compact spaces (Q858985)
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English | Feller processes on nonlocally compact spaces |
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Feller processes on nonlocally compact spaces (English)
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12 January 2007
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Consider a Feller discrete-time Markov process whose state space is a complete separable metric space \(X\), and let \(P\) denote its transition function. No assumption of compacity or local compacity is made on \(X\). Assume that \(\limsup_{n\rightarrow \infty }(\frac{1}{n}\sum_{i=1}^{n}P^{i}( x,O))>0\) for some \(x\in X\), where \(O\) is an arbitrary open neighborhood of some point \(z\in X\). It is proved that if \(P\) is equicontinuous, then the process admits an invariant probability measure. Stability properties of such processes are also established.
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Feller Markov process
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invariant probability
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stability
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