An order-theoretic mixing condition for monotone Markov chains

DOI10.1016/J.SPL.2011.09.024zbMATH Open1239.60069OpenAlexW2171606352MaRDI QIDQ419217FDOQ419217

Authors: Takashi Kamihigashi, John Stachurski 

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://www.cbe.anu.edu.au/researchpapers/econ/wp559.pdf

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zbMATH Keywords

mixingmonotonicityMarkov chainscouplingirreducibility

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Cites Work

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• Markov chains and stochastic stability
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• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
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• Asymptotics of a class of Markov processes which are not in general irreducible
• Random dynamical systems. Theory and applications
• Limit theorems for monotone Markov processes

Cited In (8)

• Simple fixed point results for order-preserving self-maps and applications to nonlinear Markov operators
• A unified stability theory for classical and monotone Markov chains
• Monotonicity and complete monotonicity for continuous-time Markov chains
• Seeking ergodicity in dynamic economies
• Stability and monotonicity for interactive Markov chains
• Title not available (Why is that?)
• The invariant distribution of wealth and employment status in a small open economy with precautionary savings
• Fixed points of terminating mappings in partial metric spaces

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