On the classification of Markov chains via occupation measures

• Autorzy: Onésimo Hernández-Lerma , Jean B. Lasserre
• Języki publikacji: EN

Abstrakty

EN

We consider a Markov chain on a locally compact separable metric space $X$ and with a unique invariant probability. We show that such a chain can be classified into two categories according to the type of convergence of the expected occupation measures. Several properties in each category are investigated.

Słowa kluczowe

EN

absolute continuity   positive Harris recurrence   setwise convergence   measures  

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2000
• Tom: 27
• Numer: 4
• Strony: 489-498

Daty

wydano

2000

otrzymano

2000-03-23

Twórcy

autor

Onésimo Hernández-Lerma

• Departamento de Matemáticas, CINVESTAV-IPN, Apdo. Postal 14-740, México, D.F. 07000, Mexico

autor

Jean B. Lasserre

• LAAS-CNRS, 7 Avenue du Colonel Roche, 31077 Toulouse Cedex, France

Bibliografia

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