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

Esa Nummelin; Elja Arjas

doi:10.1214/aop/1176996037

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August, 1976 A Direct Construction of the $R$-Invariant Measure for a Markov Chain on a General State Space

Esa Nummelin, Elja Arjas

Ann. Probab. 4(4): 674-679 (August, 1976). DOI: 10.1214/aop/1176996037

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.

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Esa Nummelin. Elja Arjas. "A Direct Construction of the $R$-Invariant Measure for a Markov Chain on a General State Space." Ann. Probab. 4 (4) 674 - 679, August, 1976. https://doi.org/10.1214/aop/1176996037