A criterion on asymptotic stability for partially equicontinuous Markov operators

Dawid Czapla

Stochastic Processes and their Applications, 2018, vol. 128, issue 11, 3656-3678

Abstract: In this paper, we prove a slight, but practically useful, generalisation of a criterion on asymptotic stability for Markov e-chains by T. Szarek, which is based on the so-called lower bound technique, developed by A. Lasota and J. York. Simultaneously, we present an alternative proof of this theorem using an asymptotic coupling method introduced by M. Hairer. Our main result is illustrated by an application to random iterated function systems, which are not contracting on average.

Keywords: Markov chain; E-property; Asymptotic stability; Invariant measure; Coupling; Iterated function system (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2017.12.006

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