Article ID Journal Published Year Pages File Type
1152353 Statistics & Probability Letters 2012 6 Pages PDF
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
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