A criterion of asymptotic stability for Markov-Feller e-chains on Polish spaces

• Autorzy: Dawid Czapla
• Języki publikacji: EN

Abstrakty

EN

Stettner [Bull. Polish Acad. Sci. Math. 42 (1994)] considered the asymptotic stability of Markov-Feller chains, provided the sequence of transition probabilities of the chain converges to an invariant probability measure in the weak sense and converges uniformly with respect to the initial state variable on compact sets. We extend those results to the setting of Polish spaces and relax the original assumptions. Finally, we present a class of Markov-Feller chains with a linear state space model which satisfy the assumptions of our main theorem.

Kategorie tematyczne

• 37A30: Ergodic theorems, spectral theory, Markov operators
• 60J05: Discrete-time Markov processes on general state spaces

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Annales Polonici Mathematici
• Rocznik: 2012
• Tom: 105
• Numer: 3
• Strony: 267-291

Daty

wydano

2012

Twórcy

autor

Dawid Czapla

• Institute of Mathematics, University of Silesia, Bankowa 14, 40-007 Katowice, Poland

Identyfikatory

DOI

10.4064/ap105-3-5