THE EXISTENCE OF STATIONARY MEASURES FOR CERTAIN MARKOV PROCESSES

Abstract

The idea of a stationary distribution for a Markov process can be extended to include 'distribution' or measures which are infinite. It is shown that a certain type of recurrence condition implies the existence of a possible infinite stationary measure. Applications are discussed.

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Document Details

Document Type
Technical Report
Publication Date
Aug 31, 1955
Accession Number
AD0604937

Entities

People

  • T. E. Harris

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Hard Copy
  • Markov Chains
  • Markov Processes
  • New York
  • Numbers
  • Particles
  • Probability
  • Probability Distributions
  • Random Variables
  • Random Walk
  • Real Numbers
  • Stationary
  • Stationary Processes
  • Theorems
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.