Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152353 | Statistics & Probability Letters | 2012 | 6 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Takashi Kamihigashi, John Stachurski,