An order-theoretic mixing condition for monotone Markov chains

Takashi Kamihigashi and John Stachurski ()

Statistics & Probability Letters, 2012, vol. 82, issue 2, 262-267

Abstract: We discuss the stability of discrete-time Markov chains satisfying monotonicity and an order-theoretic mixing condition that can be seen as an alternative to irreducibility. A chain satisfying these conditions has at most one stationary distribution. Moreover, if there is a stationary distribution, then the chain is stable in an order-theoretic sense.

Keywords: Markov chains; Monotonicity; Mixing; Irreducibility; Coupling (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (15)

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Related works:
Working Paper: An Order-Theoretic Mixing Condition for Monotone Markov Chains (2011)
Working Paper: An Order-Theoretic Mixing Condition for Monotone Markov Chains (2011)
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DOI: 10.1016/j.spl.2011.09.024

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