On the Existence and Uniqueness of Invariant Measure for Continuous Time Markov Processes,

Abstract

The paper attempt to find fairly general conditions under which the existence and uniqueness of invariant measure is guaranteed. The obtained results are new or generalize at least slightly known. The author introduces a terminology: weak, strong Harris, strong recurrence. Two Sections concern general standard processes. Are Section restricts it to Feller or strong Feller standard processes. Three examples are considered to illustrate possible unpleasant situations one can meet in general theory.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1986
Accession Number
ADA174758

Entities

People

  • Lukasz Stettner

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Applied Mathematics
  • Guarantees
  • Identities
  • Markov Processes
  • Mathematics
  • Probability
  • Scientific Research
  • Security
  • Standards
  • Theorems
  • Topology
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design