Splitting Construction and Invariant Measures

Randal Douc; Eric Moulines; Pierre Priouret; Philippe Soulier

doi:10.1007/978-3-319-97704-1_11

Splitting Construction and Invariant Measures

Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

Chapter 6 was devoted to the study of Markov kernels admitting an accessible atom. The existence of an accessible atom had very important consequences, in particular for the existence and characterization of invariant measures. These results cannot be used if the state space does not admit an atom, which is the most frequent case for Markov kernels on a general state space.

Original language	English
Title of host publication	Springer Series in Operations Research and Financial Engineering
Publisher	Springer Nature
Pages	241-264
Number of pages	24
DOIs	https://doi.org/10.1007/978-3-319-97704-1_11
Publication status	Published - 1 Jan 2018

Publication series

Name	Springer Series in Operations Research and Financial Engineering
ISSN (Print)	1431-8598
ISSN (Electronic)	2197-1773

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10.1007/978-3-319-97704-1_11

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AB - Chapter 6 was devoted to the study of Markov kernels admitting an accessible atom. The existence of an accessible atom had very important consequences, in particular for the existence and characterization of invariant measures. These results cannot be used if the state space does not admit an atom, which is the most frequent case for Markov kernels on a general state space.

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Splitting Construction and Invariant Measures

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