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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 3, Pages 496–509
(Mi tvp2585)
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This article is cited in 6 scientific papers (total in 6 papers)
Invariant measures of Markov chains and Fellerian extensions of chains
M. G. Šur Moscow
Abstract:
Sufficient conditions for the existence of non-trivial invariant measures are given both for Feller non-recurrent chains on the locally compact spaces and for the irreducible non-recurrent Markov chains (theorems 3.1, 4.1, 4.2). The second case is reduced to the Fellerian one by means of the construction of a corresponding extension of an initial chain (theorems 1.1, 2.1).
Received: 14.08.1979
Citation:
M. G. Šur, “Invariant measures of Markov chains and Fellerian extensions of chains”, Teor. Veroyatnost. i Primenen., 26:3 (1981), 496–509; Theory Probab. Appl., 26:3 (1982), 485–497
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