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Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach

Author

Listed:
  • Castro, Matheus M.
  • Lamb, Jeroen S.W.
  • Olicón-Méndez, Guillermo
  • Rasmussen, Martin

Abstract

We establish the existence and uniqueness of quasi-stationary and quasi-ergodic measures for almost surely absorbed discrete-time Markov chains under weak conditions. We obtain our results by exploiting Banach lattice properties of transition functions under natural regularity assumptions.

Suggested Citation

  • Castro, Matheus M. & Lamb, Jeroen S.W. & Olicón-Méndez, Guillermo & Rasmussen, Martin, 2024. "Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach," Stochastic Processes and their Applications, Elsevier, vol. 173(C).
    • Handle: RePEc:eee:spapps:v:173:y:2024:i:c:s030441492400070x
    DOI: 10.1016/j.spa.2024.104364
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