Existence of bounded invariant probability densities for Markov chains

Onésimo Hernández-Lerma and Jean B. Lasserre

Statistics & Probability Letters, 1996, vol. 28, issue 4, 359-366

Abstract: A Generalized Farkas' Theorem of Craven and Koliha (1977) is used to derive necessary and sufficient conditions for the existence of a bounded invariant probability density for a Markov chain.

Keywords: Markov; chains; Invariant; probability; density; Linear; equations; in; Banach; (Lp); spaces (search for similar items in EconPapers)
Date: 1996
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