Invariant probabilities for Markov chains on a metric space

被引:14
作者
Lasserre, JB [1 ]
机构
[1] CNRS,LAAS,F-31077 TOULOUSE,FRANCE
关键词
feller Markov chains; invariant probability measures;
D O I
10.1016/S0167-7152(96)00189-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider Markov kernels on a locally compact separable metric space that satisfy the (weak) Feller property. We provide a very simple necessary and sufficient condition for existence of an invariant probability measure. We also prove that every Feller Markov kernel on a compact Hausdorff (not necessarily metric) has an invariant probability measure. An alternative sample-path criterion of existence is also provided, as well as a sufficient condition for uniqueness.
引用
收藏
页码:259 / 265
页数:7
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