A criterion of asymptotic stability for Markov-Feller e-chains on Polish spaces

被引:4
作者
Czapla, Dawid [1 ]
机构
[1] Silesian Univ, Inst Math, PL-40007 Katowice, Poland
关键词
e-chains; asymptotic stability; invariant measure; INVARIANT-MEASURES; OPERATORS; SYSTEMS;
D O I
10.4064/ap105-3-5
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Stettner [Bull. Polish Acad. Sci. Math. 42 (1994)] considered the asymptotic stability of Markov Feller chains, provided the sequence of transition probabilities of the chain converges to an invariant probability measure in the weak sense and converges uniformly with respect to the initial state variable on compact sets. We extend those results to the setting of Polish spaces and relax the original assumptions. Finally, we present a class of Markov Feller chains with a linear state space model which satisfy the assumptions of our main theorem.
引用
收藏
页码:267 / 291
页数:25
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