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Volumn 9, Issue 3, 1996, Pages 595-612

Existence and uniqueness of an invariant probability for a class of Feller Markov chains

Author keywords

Farkas lemma; Feller Markov chains; Invariant measures; Linear systems

Indexed keywords


EID: 21344436782     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02214077     Document Type: Article
Times cited : (5)

References (13)
  • 1
    • 0000746210 scopus 로고
    • Finite regular invariant measures for Feller Markov processes
    • Benés, V. E. (1968). Finite regular invariant measures for Feller Markov processes. J. Appl. Prob. 5, 203-209.
    • (1968) J. Appl. Prob. , vol.5 , pp. 203-209
    • Benés, V.E.1
  • 3
    • 0010899061 scopus 로고
    • Conditions for ergodicity of Markov chains which are not associated with Harris irreducibility
    • Borovkov, V. (1991). Conditions for ergodicity of Markov chains which are not associated with Harris irreducibility. Siberian Mathematical Journal 32, 6-19.
    • (1991) Siberian Mathematical Journal , vol.32 , pp. 6-19
    • Borovkov, V.1
  • 5
    • 0002761429 scopus 로고
    • Generalizations of Farkas' Theorem
    • Craven, B. D., and Koliha, J. J. (1977). Generalizations of Farkas' Theorem. SIAM J. Math. Anal. 8, 983-997.
    • (1977) SIAM J. Math. Anal. , vol.8 , pp. 983-997
    • Craven, B.D.1    Koliha, J.J.2
  • 8
    • 27544476020 scopus 로고
    • Existence and uniqueness of an invariant probability measure for a class of Feller Markov chains
    • Lasserre, J. B. (1994). Existence and uniqueness of an invariant probability measure for a class of Feller Markov chains, LAAS-Technical Report 94 423.
    • (1994) LAAS-Technical Report 94 423
    • Lasserre, J.B.1
  • 9
    • 0002334936 scopus 로고
    • On strict stationarity and ergodicity of a non-linear ARMA model
    • Liu, J., and Susko, E. (1992). On strict stationarity and ergodicity of a non-linear ARMA model. J. Appl. Prob. 29, 363-373.
    • (1992) J. Appl. Prob. , vol.29 , pp. 363-373
    • Liu, J.1    Susko, E.2
  • 10
    • 0010821874 scopus 로고
    • Invariant measures and Markov chains with random Transition Probabilities
    • Department of Mathematics, University of South Florida
    • Lu, G., and Mukherjea, A. (1994). Invariant measures and Markov chains with random Transition Probabilities, Technical Report, Department of Mathematics, University of South Florida.
    • (1994) Technical Report
    • Lu, G.1    Mukherjea, A.2
  • 11
    • 0003655416 scopus 로고
    • MacMillan Publishing Company, 3rd Ed.
    • Royden, H. L. (1988). Real Analysis, MacMillan Publishing Company, 3rd Ed.
    • (1988) Real Analysis
    • Royden, H.L.1
  • 12
    • 0001264978 scopus 로고
    • Topologically recurrent Markov chains: Ergodic properties
    • Skorokhod, A. V. (1986). Topologically recurrent Markov chains: Ergodic properties, Theory Prob. Appl. 31, 563-571.
    • (1986) Theory Prob. Appl. , vol.31 , pp. 563-571
    • Skorokhod, A.V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.