On the ergodic decomposition for a class of Markov chains

DOI10.1016/j.spa.2004.10.002zbMath1074.60074OpenAlexW1986919651MaRDI QIDQ2485833

Oswaldo L. V. Costa, François Dufour

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.10.002

zbMATH Keywords

invariant probability measuresT-chainsFoster-Lyapunov criterioncountable ergodic decompositionseparability assumptionT\('\)-condition

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15) Markov and semi-Markov decision processes (90C40)

Related Items (5)

Layered networks, equilibrium dynamics, and stable coalitions ⋮ Correction to: ``Layered networks, equilibrium dynamics, and stable coalitions ⋮ An ergodic decomposition defined by transition probabilities ⋮ Ergodic properties and ergodic decompositions of continuous-time Markov processes ⋮ A sufficient condition for the existence of an invariant probability measure for Markov processes

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• Criteria for classifying general Markov chains
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• Markov Chains with Continuous Components
• Orthogonal measures and absorbing sets for Markov chains
• On the classification of Markov chains via occupation measures
• Éléments d'une théorie générale des chaînes simples constantes de Markoff

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