Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach
| Autor: | Castro, Matheus M., Lamb, Jeroen S. W., Olicón-Méndez, Guillermo, Rasmussen, Martin |
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| Rok vydání: | 2021 |
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| Druh dokumentu: | Working Paper |
| Popis: | We establish the existence and uniqueness of quasi-stationary and quasi-ergodic measures for almost surely absorbed discrete-time Markov chains under weak conditions. We obtain our results by exploiting Banach lattice properties of transition functions under natural regularity assumptions. Comment: 24 pages, 0 figures |
| Databáze: | arXiv |
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