Jb. Lasserre, A LYAPUNOV CRITERION FOR INVARIANT PROBABILITIES WITH GEOMETRIC TAIL, Probability in the engineering and informational sciences, 12(3), 1998, pp. 387-391
Citations number
8
Categorie Soggetti
Statistic & Probability","Operatione Research & Management Science","Engineering, Industrial","Statistic & Probability","Operatione Research & Management Science
Given a Markov chain on a countable state space, we present a Lyapunov
(sufficient) condition for existence of an invariant probability with
a geometric tail.