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On asymptotic equicontinuity of Markov transition functions

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  • Jaroszewska, Joanna

Abstract

We provide new criteria for existence of an invariant probability measure, asymptotic stability and complete mixing of Markov operators having asymptotically equicontinuous transition functions.

Suggested Citation

  • Jaroszewska, Joanna, 2013. "On asymptotic equicontinuity of Markov transition functions," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 943-951.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:3:p:943-951
    DOI: 10.1016/j.spl.2012.10.033
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    References listed on IDEAS

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    1. Yuan, Chenggui & Mao, Xuerong, 2003. "Asymptotic stability in distribution of stochastic differential equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 103(2), pages 277-291, February.
    2. Lasserre, Jean B., 1997. "Invariant probabilities for Markov chains on a metric space," Statistics & Probability Letters, Elsevier, vol. 34(3), pages 259-265, June.
    3. Rosenblatt, M., 2006. "An example and transition function equicontinuity," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 1961-1964, December.
    4. Bao, Jianhai & Hou, Zhenting & Yuan, Chenggui, 2009. "Stability in distribution of neutral stochastic differential delay equations with Markovian switching," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1663-1673, August.
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    Cited by:

    1. Jaroszewska, Joanna, 2013. "A note on iterated function systems with discontinuous probabilities," Chaos, Solitons & Fractals, Elsevier, vol. 49(C), pages 28-31.

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