Invariant probability measures for a class of Feller Markov chains

O. L. V. Costa and F. Dufour

Statistics & Probability Letters, 2000, vol. 50, issue 1, 13-21

Abstract: In this paper we consider a Markov chain defined on a locally compact separable metric space which satisfies the Feller property. We introduce a new assumption which generalizes T-chain and irreducibility assumptions, well known in the literature of Markov chains. Under this new assumption, the Foster's criterion is shown to be equivalent to the existence of an invariant probability measure for Feller-Markov chains, which is also equivalent to the existence of a non-singular invariant probability measure.

Keywords: Markov; chain; Feller; chain; Invariant; measures (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (3)

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