An order-theoretic mixing condition for monotone Markov chains
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.
|Collections||ANU Research Publications|
|Source:||Statistics and Probability Letters|
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