Drift conditions and invariant measures for Markov chains
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Tweedie, Richard L., 1975. "Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space," Stochastic Processes and their Applications, Elsevier, pages 385-403.
- Cline, Daren B. H. & Pu, Huay-min H., 1998. "Verifying irreducibility and continuity of a nonlinear time series," Statistics & Probability Letters, Elsevier, pages 139-148.
- Costa, O. L. V. & Dufour, F., 2000. "Invariant probability measures for a class of Feller Markov chains," Statistics & Probability Letters, Elsevier, pages 13-21.
- Cline, Daren B. H. & Pu, Huay-min H., 1999. "Stability of nonlinear AR(1) time series with delay," Stochastic Processes and their Applications, Elsevier, pages 307-333.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lee, O. & Shin, D.W., 2008. "Geometric ergodicity and [beta]-mixing property for a multivariate CARR model," Economics Letters, Elsevier, vol. 100(1), pages 111-114, July.
- Costa, O.L.V. & Dufour, F., 2005. "On the ergodic decomposition for a class of Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 115(3), pages 401-415, March.
- Frank H. Page, Jr. & Myrna H. Wooders, 2009. "Endogenous Network Dynamics," Caepr Working Papers 2009-002, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
More about this item
KeywordsInvariant measures Stationary measures Foster-Lyapunov criteria Irreducibility Positive recurrence Ergodicity Drift conditions Harris sets Doeblin decompositions;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:92:y:2001:i:2:p:345-354. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.