A sufficient condition for the existence of an invariant probability measure for Markov processes-Reference-Cited by-同舟云学术

A sufficient condition for the existence of an invariant probability measure for Markov processes

Published:2005-09 Issue:3 Volume:42 Page:873-878
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Costa O. L. V.,Dufour F.

Abstract

In this paper, it is shown that the Foster-Lyapunov criterion is sufficient to ensure the existence of an invariant probability measure for both discrete- and continuous-time Markov processes without any additional hypotheses (such as irreducibility).

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference11 articles.

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3. Stability of Markovian processes. III. {Foster–Lyapunov} criteria for continuous-time processes;Meyn;Adv. Appl. Prob.,1993

4. Stability of Markovian processes II: continuous-time processes and sampled chains

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