Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach

Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach

We establish the existence and uniqueness of quasi-stationary and quasi-ergodic measures for almost surely absorbed discrete-time Markov chains under weak conditions. We obtain our results by exploiting Banach lattice properties of transition functions under natural regularity assumptions.

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Hauptverfasser: Castro, Matheus M, Lamb, Jeroen S. W, Olicón-Méndez, Guillermo, Rasmussen, Martin
Format: Artikel
Sprache:eng
Schlagworte:
Mathematics - Probability
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Zusammenfassung:We establish the existence and uniqueness of quasi-stationary and quasi-ergodic measures for almost surely absorbed discrete-time Markov chains under weak conditions. We obtain our results by exploiting Banach lattice properties of transition functions under natural regularity assumptions.
DOI:10.48550/arxiv.2111.13791