The Annals of Probability

A Direct Construction of the $R$-Invariant Measure for a Markov Chain on a General State Space

Esa Nummelin and Elja Arjas

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Abstract

A theorem due to Tweedie (1974), showing the existence and uniqueness of an $R$-invariant measure for $R$-recurrent Markov chains, is derived by an alternative and direct method.

Article information

Source
Ann. Probab., Volume 4, Number 4 (1976), 674-679.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176996037

Digital Object Identifier
doi:10.1214/aop/1176996037

Mathematical Reviews number (MathSciNet)
MR407983

Zentralblatt MATH identifier
0339.60064

JSTOR
links.jstor.org

Subjects
Primary: 60J05: Discrete-time Markov processes on general state spaces
Secondary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Keywords
$R$-theory $R$-recurrence Markov chain general state space invariant measure

Citation

Nummelin, Esa; Arjas, Elja. A Direct Construction of the $R$-Invariant Measure for a Markov Chain on a General State Space. Ann. Probab. 4 (1976), no. 4, 674--679. doi:10.1214/aop/1176996037. https://projecteuclid.org/euclid.aop/1176996037


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