The stationary probability density of a class of bounded Markov processes

DOI10.1239/AAP/1293113147MaRDI QIDQ3074490zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• A basic result on the integral for birth-death Markov processes
• A class of Markov chains with beta ergodic distributions
• A five-parameter Markov model for simulating the paths of sedimenting particles
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Differentiation Under the Integral Sign
• Ergodicity of a bounded Markov chain with attractiveness towards the centre
• Markov chains and stochastic stability
• Non-stationary, stable Markov processes on a continuous state space
• Random motions, classes of ergodic Markov chains and beta distributions
• The intermediate arc-sine law

Cited in

(7)

• On beta distributed limits of iterated linear random functions
• On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1]\)
• On explicit form of the stationary distributions for a class of bounded Markov chains
• On a class of random walks in simplexes
• On the asymptotic behavior of the diaconis-freedman chain in a multi-dimensional simplex
• scientific article; zbMATH DE number 4192767 (Why is no real title available?)
• Stationary distributions and ergodicity of reflection-type Markov chains

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