Invariant probability measures for a class of Feller Markov chains

DOI10.1016/S0167-7152(00)00075-4zbMATH Open0970.60082OpenAlexW2052835726MaRDI QIDQ1590830FDOQ1590830

Authors: Oswaldo Luiz V. Costa, F. Dufour 

Publication date: 16 October 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00075-4

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• Existence and uniqueness of an invariant probability for a class of Feller Markov chains
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zbMATH Keywords

Markov chainsinvariant measureinvariant probability measureFeller-Markov chainsFoster-type criterion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)

Cites Work

• Markov chains and stochastic stability
• General Irreducible Markov Chains and Non-Negative Operators
• Title not available (Why is that?)
• Stability of Piecewise-Deterministic Markov Processes
• Ergodic theorems and ergodic decomposition for Markov chains
• Invariant probabilities for Markov chains on a metric space

Cited In (12)

• Invariant probabilities for Feller-Markov chains
• A sufficient condition for the existence of an invariant probability measure for Markov processes
• On the ergodic decomposition for a class of Markov chains
• Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
• Drift conditions and invariant measures for Markov chains.
• Title not available (Why is that?)
• Invariant Probabilities with Geometric Tail
• Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications
• An ergodic decomposition defined by transition probabilities
• Quasi-Feller extensions of Markov chains and existence of dual chains
• Quasi-Feller Markov chains
• A classification of invariant distributions and convergence of imprecise Markov chains

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