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An order-theoretic mixing condition for monotone Markov chains

Kamihigashi, Takashi; Stachurski, John

Description

We discuss the stability of discrete-time Markov chains satisfying monotonicity and an order-theoretic mixing condition that can be seen as an alternative to irreducibility. A chain satisfying these conditions has at most one stationary distribution. Moreover, if there is a stationary distribution, then the chain is stable in an order-theoretic sense.

CollectionsANU Research Publications
Date published: 2012
Type: Journal article
URI: http://hdl.handle.net/1885/63316
Source: Statistics and Probability Letters
DOI: 10.1016/j.spl.2011.09.024

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