Quasi-Feller Markov chains
2000 ◽
Vol 13
(1)
◽
pp. 15-24
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Keyword(s):
We consider the class of Markov kernels for which the weak or strong Feller property fails to hold at some discontinuity set. We provide a simple necessary and sufficient condition for existence of an invariant probability measure as well as a Foster-Lyapunov sufficient condition. We also characterize a subclass, the quasi (weak or strong) Feller kernels, for which the sequences of expected occupation measures share the same asymptotic properties as for (weak or strong) Feller kernels. In particular, it is shown that the sequences of expected occupation measures of strong and quasi strong-Feller kernels with an invariant probability measure converge setwise to an invariant measure.
2016 ◽
Vol 37
(7)
◽
pp. 2131-2162
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1982 ◽
Vol 32
(3)
◽
pp. 295-317
◽
2012 ◽
Vol 15
(03)
◽
pp. 1250020
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1979 ◽
Vol 10
(1)
◽
pp. 18-31
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1986 ◽
Vol 9
(4)
◽
pp. 781-784
◽
2017 ◽
Vol E100.A
(12)
◽
pp. 2764-2775
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