On the classification of Markov chains via occupation measures
Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 489-498
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
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.
DOI :
10.4064/am-27-4-489-498
Keywords:
absolute continuity, positive Harris recurrence, setwise convergence, measures
Affiliations des auteurs :
Onésimo Hernández-Lerma 1 ; Jean Lasserre 1
@article{10_4064_am_27_4_489_498,
author = {On\'esimo Hern\'andez-Lerma and Jean Lasserre},
title = {On the classification of {Markov} chains via occupation measures},
journal = {Applicationes Mathematicae},
pages = {489--498},
year = {2000},
volume = {27},
number = {4},
doi = {10.4064/am-27-4-489-498},
zbl = {1001.60076},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-27-4-489-498/}
}
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Onésimo Hernández-Lerma; Jean Lasserre. On the classification of Markov chains via occupation measures. Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 489-498. doi: 10.4064/am-27-4-489-498
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