A LYAPUNOV CRITERION FOR INVARIANT PROBABILITIES WITH GEOMETRIC TAIL

Authors
Citation
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
ISSN journal
02699648
Volume
12
Issue
3
Year of publication
1998
Pages
387 - 391
Database
ISI
SICI code
0269-9648(1998)12:3<387:ALCFIP>2.0.ZU;2-H
Abstract
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.