Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach
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Publication:6505264
arXiv2111.13791MaRDI QIDQ6505264FDOQ6505264
Authors: Matheus M. Castro, J. S. W. Lamb, Guillermo Olicón-Méndez, Martin Rasmussen 
Abstract: We establish existence and uniqueness of quasi-stationary and quasi-ergodic measures for almost surely absorbed discrete-time Markov chains under weak conditions. We obtain our results by exploiting Banach lattice properties of transition functions under natural regularity assumptions.
Discrete-time Markov processes on general state spaces (60J05) Positive linear operators and order-bounded operators (47B65) General theory of random and stochastic dynamical systems (37H05)
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