Displaying similar documents to “Invariant probabilities for Feller-Markov chains.”

On the exchanges between Wolfgang Doeblin and Bohuslav Hostinský

Laurent Mazliak (2007)

Revue d'histoire des mathématiques

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We present the letters sent by Wolfgang Doeblin to Bohuslav Hostinský between 1936 and 1938. They concern some aspects of the general theory of Markov chains and the solutions of the Chapman-Kolmogorov equation that Doeblin was then establishing for his PhD thesis.

A generalization of Ueno's inequality for n-step transition probabilities

Andrzej Nowak (1998)

Applicationes Mathematicae

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We provide a generalization of Ueno's inequality for n-step transition probabilities of Markov chains in a general state space. Our result is relevant to the study of adaptive control problems and approximation problems in the theory of discrete-time Markov decision processes and stochastic games.

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.

Conditional Markov chains - construction and properties

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski (2015)

Banach Center Publications

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In this paper we study finite state conditional Markov chains (CMCs). We give two examples of CMCs, one which admits intensity, and another one, which does not admit an intensity. We also give a sufficient condition under which a doubly stochastic Markov chain is a CMC. In addition we provide a method for construction of conditional Markov chains via change of measure.