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A sufficient condition for the existence of an invariant probability measure for Markov processes
Published online by Cambridge University Press: 14 July 2016
Abstract
In this paper, it is shown that the Foster-Lyapunov criterion is sufficient to ensure the existence of an invariant probability measure for both discrete- and continuous-time Markov processes without any additional hypotheses (such as irreducibility).
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- © Applied Probability Trust 2005
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