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

DOI10.1007/BF02214077MaRDI QIDQ1923930zbMATHFDO

Authors Jean B. Lasserre

Publication date 13 October 1996

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

invariant measureslinear systemsFarkas lemmaFeller Markov chains

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Finite regular invariant measures for Feller processes
• Generalizations of Farkas’ Theorem
• Invariant probabilities for Feller-Markov chains
• On strict stationarity and ergodicity of a non-linear ARMA model
• Topologically Recurrent Markov Chains: Ergodic Properties

Cited in

(8)

• Invariant probabilities for Markov chains on a metric space
• Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
• Invariant probabilities for Feller-Markov chains
• Quasi-Feller Markov chains
• scientific article; zbMATH DE number 5525705 (Why is no real title available?)
• Invariant probability measures for a class of Feller Markov chains
• On the existence of a quasistationary measure for a Markov chain
• Existence of bounded invariant probability densities for Markov chains

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