On the ergodic decomposition for a class of Markov chains

DOI10.1016/J.SPA.2004.10.002MaRDI QIDQ2485833zbMATH OpenOpenAlexFDO

Authors Oswaldo Luiz V. Costa, F. 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

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

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Cites work

• scientific article; zbMATH DE number 3678487 (Why is no real title available?)
• scientific article; zbMATH DE number 475324 (Why is no real title available?)
• Criteria for classifying general Markov chains
• Drift conditions and invariant measures for Markov chains.
• Ergodic theorems and ergodic decomposition for Markov chains
• Invariant probability measures for a class of Feller Markov chains
• Markov Chains with Continuous Components
• Markov chains and invariant probabilities
• Markov chains and stochastic stability
• On the classification of Markov chains via occupation measures
• Orthogonal measures and absorbing sets for Markov chains
• Stability of Markovian processes I: criteria for discrete-time Chains
• Topological aspects of Doeblin decompositions for Markov chains
• Éléments d'une théorie générale des chaînes simples constantes de Markoff

Cited in

(11)

• scientific article; zbMATH DE number 475324 (Why is no real title available?)
• A sufficient condition for the existence of an invariant probability measure for Markov processes
• The existence of invariant measure for Markov chains with uniform countable additivity
• Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
• Ergodic decompositions associated with regular Markov operators on Polish spaces
• scientific article; zbMATH DE number 519997 (Why is no real title available?)
• Layered networks, equilibrium dynamics, and stable coalitions
• Ergodic properties and ergodic decompositions of continuous-time Markov processes
• An ergodic decomposition defined by transition probabilities
• An ergodic decomposition defined by regular jointly measurable Markov semigroups on Polish spaces
• Correction to: ``Layered networks, equilibrium dynamics, and stable coalitions

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