Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach

Matheus M. Castro, Jeroen S.W. Lamb, Guillermo Olicón-Méndez and Martin Rasmussen

Stochastic Processes and their Applications, 2024, vol. 173, issue C

Abstract: 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.

Keywords: Markov chains with absorption; Banach lattice; Quasi-stationary measure; Quasi-ergodic measure; Yaglom limit (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spa.2024.104364

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