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…