most citedStochastic Stability of Monotone Economies in Regenerative Environments

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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…