The stationary probability density of a class of bounded Markov processes

DOI10.1239/AAP/1293113147zbMATH Open1211.60031OpenAlexW2066258586MaRDI QIDQ3074490FDOQ3074490

Authors: Muhamad Azfar Ramli, Gerard Leng 

Publication date: 9 February 2011

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1293113147

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zbMATH Keywords

Markov operatorstationary densitygeneral state spacebounded Markov process

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Title not available (Why is that?)
• Markov chains and stochastic stability
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Differentiation Under the Integral Sign
• Random motions, classes of ergodic Markov chains and beta distributions
• A class of Markov chains with beta ergodic distributions
• Ergodicity of a bounded Markov chain with attractiveness towards the centre
• Non-stationary, stable Markov processes on a continuous state space
• The intermediate arc-sine law
• A five-parameter Markov model for simulating the paths of sedimenting particles
• A basic result on the integral for birth-death Markov processes

Cited In (7)

• On the asymptotic behavior of the diaconis-freedman chain in a multi-dimensional simplex
• On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1]\)
• Title not available (Why is that?)
• On explicit form of the stationary distributions for a class of bounded Markov chains
• Stationary distributions and ergodicity of reflection-type Markov chains
• On a class of random walks in simplexes
• On beta distributed limits of iterated linear random functions

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