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Ergodicity of a certain class of non Feller models : applications to 𝐴𝑅𝐶𝐻 and Markov switching models

Jean-Gabriel Attali — 2004

ESAIM: Probability and Statistics

We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.

Ergodicity of a certain class of Non Feller Models: Applications to and Markov switching models

Jean-Gabriel Attali — 2010

ESAIM: Probability and Statistics

We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.

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