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Invariant Probabilities with Geometric Tail
Published online by Cambridge University Press: 27 July 2009
Abstract
We present necessary and suffi2ient Foster-type conditions for a countable state Markov chain to have an invariant probability with at least a geometric tail. These conditions are obtained by using a generalized Farkas Theorem in Linear Algebra. The purpose of this note is also to pose an interesting and important research problem that is still largely open.
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 10 , Issue 2 , April 1996 , pp. 213 - 221
- Copyright
- Copyright © Cambridge University Press 1996
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