On the classification of Markov chains via occupation measures

DOI10.4064/AM-27-4-489-498zbMATH Open1001.60076OpenAlexW1536161335MaRDI QIDQ4523027FDOQ4523027

Jean B. Lasserre, Onésimo Hernández-Lerma

Publication date: 7 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219291

Recommendations

• Markov chains and invariant probabilities
• Ergodic theorems and ergodic decomposition for Markov chains
• scientific article
• Occupation measures for Markov chains
• On large deviations for occupations measures related with a Markov class with compact metric state space

zbMATH Keywords

expected occupation measurestype of convergence

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Spaces of measures, convergence of measures (28A33) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

Cited In (5)

• A note on the Birkhoff ergodic theorem
• On the ergodic decomposition for a class of Markov chains
• Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
• Subgeometric rates of convergence of Markov processes in the Wasserstein metric
• Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates

This page was built for publication: On the classification of Markov chains via occupation measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4523027)