Displaying similar documents to “Quasi-Feller Markov chains.”

On the classification of Markov chains via occupation measures

Onésimo Hernández-Lerma, Jean Lasserre (2000)

Applicationes Mathematicae

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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.

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

Jean-Gabriel Attali (2004)

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.

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

Jean-Gabriel Attali (2010)

ESAIM: Probability and Statistics

Similarity:

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.