Article ID Journal Published Year Pages File Type
10527380 Stochastic Processes and their Applications 2005 15 Pages PDF
Abstract
In this paper we present sufficient conditions for the Doeblin decomposition, and necessary and sufficient conditions for an ergodic decomposition for a Markov chain satisfying a T'-condition, which is a condition adapted from the paper (Statist. and Probab. Lett. 50 (2000) 13). Under no separability assumption on the σ-field, it is shown that the T'-condition is sufficient for the condition that there are no uncountable disjoint absorbing sets and, under some hypothesis, it is also necessary. For the case in which the σ-field is countable generated and separated, this condition is equivalent to the existence of a T continuous component for the Markov chain. Furthermore, under the assumption that the space is a compact separable metric space, it is shown that the Foster-Lyapunov criterion is necessary and sufficient for the existence of an invariant probability measure for the Markov chain, and that every probability measure for the Markov chain is, in this case, non-singular.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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