16 citations · 16 across the 2 of their papers we have counts for
2 papers
math.PR2024
Compressibility and Stochastic Stability of Monotone Markov Chain
Sergey Foss, Michael Scheutzow
For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as…
math.PR2014★ 16 cited
Stochastic Stability of Monotone Economies in Regenerative Environments
Sergey Foss, Vsevolod Shneer, Jonathan P. Thomas +1
We introduce and analyze a new class of monotone stochastic recursions in a regenerative environment which is essentially broader than that of Markov chains. We prove stability the…