Quasi-Feller Markov chains

Journal of Applied Mathematics and Stochastic Analysis

Volumn 13, Issue 1, 2000, Pages 15-24

  Lasserre, Jean B ^a  

^a LAAS CNRS   (France)

Author keywords

Feller Property; Markov Chains; Weak Convergences of Measures

Indexed keywords

EID: 0043071213     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/S1048953300000022     Document Type: Article

References (12)

1. Beneš, V.E., Finite regular invariant measures for Feller processes, J. Appl. Probab. 5 (1968), 203-209.
2. Billingsley, P., Convergence of Probability Measures, John Wiley & Sons, New York 1968.
3. Borovkov, N.V., Conditions for ergodicity of Markov chains that are not associated with Harris irreducibility, Sibirsk.Math. Zh. 32 (1991), 6-19.
4. Transl. in Siberian Math. J. 32:4 (1992), 543-554.
5. Doob, J.L., Measure Theory, Springer-Verlag, New York 1994.
6. Foguel, S.R., Positive operators on C(X), Proc. AMS 22 (1969), 295-297.
7. Glynn, P., A GSMP formalism for Discrete-Event Systems, Proc. of the IEEE 77 (1989), 14-23.
8. Lasserre, J.B., Invariant probabilities for Markov chains on a metric space, Statist. Prob. Lett. 34 (1997), 259-265.
9. Lasserre, J.B., Existence and uniqueness of an invariant probability measure for a class of Markov kernels, J. Theoret. Probab. 9 (1996), 595-612.
10. Meyn, S.P. and Tweedie, R.L., Markov Chains and Stochastic Stability, Springer-Verlag, London 1993.
11. Tong, H., Nonlinear Times Series: A Dynamical System Approach, Oxford University Press, New York 1990.
12. Yosida, K., Functional Analysis, Springer-Verlag, New York 1980.