A criterion of asymptotic stability for Markov–Feller e-chains on Polish spaces
Tom 105 / 2012
Annales Polonici Mathematici 105 (2012), 267-291
MSC: Primary 60J05; Secondary 37A30.
DOI: 10.4064/ap105-3-5
Streszczenie
Stettner [Bull. Polish Acad. Sci. Math. 42 (1994)] considered the asymptotic stability of Markov–Feller chains, provided the sequence of transition probabilities of the chain converges to an invariant probability measure in the weak sense and converges uniformly with respect to the initial state variable on compact sets. We extend those results to the setting of Polish spaces and relax the original assumptions. Finally, we present a class of Markov–Feller chains with a linear state space model which satisfy the assumptions of our main theorem.
