Abstract
We consider Feller processes on a complete separable metric space X satisfying the ergodic condition of the form $$\mathop{\lim\sup}_{n\rightarrow\infty}\Biggl(\frac{1}{n}\sum_{i=1}^{n}P^{i}(x,O)\Biggr)>0\qquad\mbox{for some }x\in X,$$ where O is an arbitrary open neighborhood of some point z∈X and P is a transition function. It is shown that e-chains which satisfy the above condition admit an invariant probability measure. Some results on the stability of such processes are also presented.
Citation
Tomasz Szarek. "Feller processes on nonlocally compact spaces." Ann. Probab. 34 (5) 1849 - 1863, September 2006. https://doi.org/10.1214/009117906000000313
Information