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most citedExistence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach

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math.PR2024

Tail behaviour of stationary densities for one-dimensional random diffeomorphisms

Jeroen S. W. Lamb, Guillermo Olicón-Méndez, Martin Rasmussen

We study the asymptotic behaviour of stationary densities of one-dimensional random diffeomorphisms, at the boundaries of their support, which correspond to deterministic fixed poi…

math.PR2021★ 2 cited

Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach

Matheus M. Castro, Jeroen S. W. Lamb, Guillermo Olicón-Méndez +1

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…