On the convergence of sequences of stationary jump Markov processes

C. Costantini, A. Gerardi and G. Nappo

Statistics & Probability Letters, 1983, vol. 1, issue 3, 155-160

Abstract: This paper presents two main results: first, a Liapunov type criterion for the existence of a stationary probability distribution for a jump Markov process; second, a Liapunov type criterion for existence and tightness of stationary probability distributions for a sequence of jump Markov processes. If the corresponding semigroups TN(t) converge, under suitable hypotheses on the limit semigroup, this last result yields the weak convergence of the sequence of stationary processes (TN(t), [pi]N) to the stationary limit one.

Keywords: Jump; Markov; process; stationary; distribution; tightness; weak; convergence (search for similar items in EconPapers)
Date: 1983
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(83)90065-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:1:y:1983:i:3:p:155-160

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().