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An order-theoretic mixing condition for monotone Markov chains

  • Kamihigashi, Takashi
  • Stachurski, John

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.

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Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 82 (2012)
Issue (Month): 2 ()
Pages: 262-267

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Handle: RePEc:eee:stapro:v:82:y:2012:i:2:p:262-267
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  1. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, June.
  2. repec:cup:cbooks:9780521825658 is not listed on IDEAS
  3. Hopenhayn, Hugo A & Prescott, Edward C, 1992. "Stochastic Monotonicity and Stationary Distributions for Dynamic Economies," Econometrica, Econometric Society, vol. 60(6), pages 1387-406, November.
  4. Takashi Kamihigashi & John Stachurski, 2009. "Asymptotics Of Stochastic Recursive Economies Under Monotonicity," KIER Working Papers 666, Kyoto University, Institute of Economic Research.
  5. repec:cup:cbooks:9780521532723 is not listed on IDEAS
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