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

Dawid Czapla. "A criterion of asymptotic stability for Markov-Feller e-chains on Polish spaces." Annales Polonici Mathematici 105.3 (2012): 267-291. <http://eudml.org/doc/280540>.

@article{DawidCzapla2012,
abstract = {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.},
author = {Dawid Czapla},
journal = {Annales Polonici Mathematici},
keywords = {e-chains; asymptotic stability; invariant measure},
language = {eng},
number = {3},
pages = {267-291},
title = {A criterion of asymptotic stability for Markov-Feller e-chains on Polish spaces},
url = {http://eudml.org/doc/280540},
volume = {105},
year = {2012},
}

TY - JOUR
AU - Dawid Czapla
TI - A criterion of asymptotic stability for Markov-Feller e-chains on Polish spaces
JO - Annales Polonici Mathematici
PY - 2012
VL - 105
IS - 3
SP - 267
EP - 291
AB - 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.
LA - eng
KW - e-chains; asymptotic stability; invariant measure
UR - http://eudml.org/doc/280540
ER -