Displaying similar documents to “Exponential Convergence For Markov Systems”

The uniqueness of invariant measures for Markov operators

Tomasz Szarek (2008)

Studia Mathematica

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It is shown that Markov operators with equicontinuous dual operators which overlap supports have at most one invariant measure. In this way we extend the well known result proved for Markov operators with the strong Feller property by R. Z. Khas'minski.

On a nonstandard approach to invariant measures for Markov operators

Andrzej Wiśnicki (2010)

Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica

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We show the existence of invariant measures for Markov-Feller operators defined on completely regular topological spaces which satisfy the classical positivity condition.

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

Jean-Gabriel Attali (2010)

ESAIM: Probability and Statistics

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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.

Irreducible Markov systems on Polish spaces

Katarzyna Horbacz, Tomasz Szarek (2006)

Studia Mathematica

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Contractive Markov systems on Polish spaces which arise from graph directed constructions of iterated function systems with place dependent probabilities are considered. It is shown that their stability may be studied using the concentrating methods developed by the second author [Dissert. Math. 415 (2003)]. In this way Werner's results obtained in a locally compact case [J. London Math. Soc. 71 (2005)] are extended to a noncompact setting.

The Kendall theorem and its application to the geometric ergodicity of Markov chains

Witold Bednorz (2013)

Applicationes Mathematicae

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We give an improved quantitative version of the Kendall theorem. The Kendall theorem states that under mild conditions imposed on a probability distribution on the positive integers (i.e. a probability sequence) one can prove convergence of its renewal sequence. Due to the well-known property (the first entrance last exit decomposition) such results are of interest in the stability theory of time-homogeneous Markov chains. In particular this approach may be used to measure rates of convergence...