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A Lyapunov Criterion for Invariant Probabilities with Geometric Tail

Published online by Cambridge University Press:  27 July 2009

Jean B. Lasserre
Jean B. Lasserre
Affiliation:
7 Avenue du Colonel Roche, 31077 Toulouse Cédex 4, France
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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.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 12 , Issue 3 , July 1998 , pp. 387 - 391
Copyright
Copyright © Cambridge University Press 1998

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References

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