Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach
File(s)
Published version
Author(s)
Castro, Matheus M
Lamb, Jeroen SW
Olicón-Méndez, Guillermo
Rasmussen, Martin
Type
Journal Article
Abstract
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.
Date Issued
2024-07
Date Acceptance
2024-04-21
Citation
Stochastic Processes and their Applications, 2024, 173
ISSN
0304-4149
Publisher
Elsevier
Journal / Book Title
Stochastic Processes and their Applications
Volume
173
Copyright Statement
© 2024 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/).
(http://creativecommons.org/licenses/by/4.0/).
License URL
Identifier
http://dx.doi.org/10.1016/j.spa.2024.104364
Publication Status
Published
Article Number
104364
Date Publish Online
2024-04-24