On the convergence of sequences of stationary jump Markov processes
This paper presents two main results: first, a Liapunov type criterion for the existence of a stationary probability distribution for a jump Markov process; second, a Liapunov type criterion for existence and tightness of stationary probability distributions for a sequence of jump Markov processes. If the corresponding semigroups TN(t) converge, under suitable hypotheses on the limit semigroup, this last result yields the weak convergence of the sequence of stationary processes (TN(t), [pi]N) to the stationary limit one.
Year of publication: |
1983
|
---|---|
Authors: | Costantini, C. ; Gerardi, A. ; Nappo, G. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 1.1983, 3, p. 155-160
|
Publisher: |
Elsevier |
Keywords: | Jump Markov process stationary distribution tightness weak convergence |
Saved in:
Saved in favorites
Similar items by person
-
Costantini, C., (1999)
-
Stochastic control methods in optimal design of life testing
Karoui, N. El, (1994)
-
The hyper-Dirichlet process and its discrete approximations: The butterfly model
Asci, C., (2006)
- More ...