The Existance Of Markov Chains Invariant Measures

Posted on:2013-05-04

Degree:Master

Type:Thesis

Country:China

Candidate:F Liu

Full Text:PDF

GTID:2230330395986276

Subject:Probability theory and mathematical statistics

Abstract/Summary:

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Invariance measures play a significant role to the stationarity of Markov chain-s. This paper discusses the conditions of the existence of Markov chains invariance measures in gerenal space and in topological space. At last, this paper researches the relationship of irreducibility, petite sets, compact sets and T chains.

Keywords/Search Tags:

invariance measures, irreducibility, petite sets, compact sets, T chains, Feller chains

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