Existence of bounded invariant probability densities for Markov chains
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.
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Volume (Year): 28 (1996)
Issue (Month): 4 (August)
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References listed on IDEAS
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- Baxter, J. R. & Rosenthal, Jeffrey S., 1995. "Rates of convergence for everywhere-positive Markov chains," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 333-338, March.
- Bhattacharya, Rabi & Lee, Chanho, 1995. "On geometric ergodicity of nonlinear autoregressive models," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 311-315, March.
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