Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach
arXiv:2111.13791 · doi:10.1016/j.spa.2024.104364
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.
24 pages, 0 figures