Existence of bounded invariant probability densities for Markov chains

被引：3

作者：

HernandezLerma, O

Lasserre, JB

机构：

[1] INST POLITECN NACL,CINVESTAV,DEPT MATEMAT,MEXICO CITY 07000,DF,MEXICO

[2] CNRS,LAAS,F-31077 TOULOUSE,FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 28卷 / 04期

关键词：

Markov chains; invariant probability density; linear equations in Banach (L(p)) spaces;

D O I：

10.1016/0167-7152(95)00146-8

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：

A Generalized Farkas' Theorem of Craven and Koliha (1977) is used to derive necessary and sufficient conditions for the existence of a bounded invariant probability density for a Markov chain.

引用

页码：359 / 366

页数：8

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