The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

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

Similarity:

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

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.

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.