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.
Publié le : 1976-08-14
Classification:
$R$-theory,
$R$-recurrence,
Markov chain,
general state space,
invariant measure,
60J05,
60J10
@article{1176996037,
author = {Nummelin, Esa and Arjas, Elja},
title = {A Direct Construction of the $R$-Invariant Measure for a Markov Chain on a General State Space},
journal = {Ann. Probab.},
volume = {4},
number = {6},
year = {1976},
pages = { 674-679},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996037}
}
Nummelin, Esa; Arjas, Elja. A Direct Construction of the $R$-Invariant Measure for a Markov Chain on a General State Space. Ann. Probab., Tome 4 (1976) no. 6, pp. 674-679. http://gdmltest.u-ga.fr/item/1176996037/