Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach
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| Main Authors: | , , , |
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| Format: | Preprint |
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2021
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| _version_ | 1866912186463420416 |
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| author | Castro, Matheus M. Lamb, Jeroen S. W. Olicón-Méndez, Guillermo Rasmussen, Martin |
| author_facet | Castro, Matheus M. Lamb, Jeroen S. W. Olicón-Méndez, Guillermo Rasmussen, Martin |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2111_13791 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach Castro, Matheus M. Lamb, Jeroen S. W. Olicón-Méndez, Guillermo Rasmussen, Martin Probability 37H05, 47B65, 60J05 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. |
| title | Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach |
| topic | Probability 37H05, 47B65, 60J05 |
| url | https://arxiv.org/abs/2111.13791 |