Ergodic properties and ergodic decompositions of continuous-time Markov processes (2006)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1017/s0021900200002096
- Assunto: PROCESSOS DE MARKOV
- Language: Inglês
- Abstract: In this paper we obtain some ergodic properties and ergodic decompositions of a continuous-time, Borel right Markov process taking values in a locally compact and separable metric space. Initially, we assume that an invariant probability measure (IPM) µ exists for the process and, without making any further assumptions on the transition kernel, obtain some characterization results for the convergence of the expected occupation measure to a limit kernel. Under the same assumption, we present the so-called Yosida decomposition. Next, instead of assuming the existence of an IPM, we assume that the Markov process satisfies a certain condition, named the T'-condition. Under this condition it is shown that the Foster-Lyapunov criterion is necessary and sufficient for the existence of an IPM and that the process admits a Doeblin decomposition. Furthermore, it is shown that in this case the set of ergodic probability measures is countable and that every probability measure for the Markov process is nonsingular with respect to the transition kernel
- Imprenta:
- Publisher: Applied Probability Trust
- Publisher place: Technion City
- Date published: 2006
- Source:
- Título do periódico: Journal of Applied Probability
- ISSN: 0036-8105
- Volume/Número/Paginação/Ano: v.43, p. 767-781, 2006
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: bronze
-
ABNT
COSTA, Oswaldo Luiz do Valle; DUFOUR, François. Ergodic properties and ergodic decompositions of continuous-time Markov processes. Journal of Applied Probability, Technion City, Applied Probability Trust, v. 43, p. 767-781, 2006. DOI: 10.1017/s0021900200002096. -
APA
Costa, O. L. do V., & Dufour, F. (2006). Ergodic properties and ergodic decompositions of continuous-time Markov processes. Journal of Applied Probability, 43, 767-781. doi:10.1017/s0021900200002096 -
NLM
Costa OL do V, Dufour F. Ergodic properties and ergodic decompositions of continuous-time Markov processes. Journal of Applied Probability. 2006 ;43 767-781. -
Vancouver
Costa OL do V, Dufour F. Ergodic properties and ergodic decompositions of continuous-time Markov processes. Journal of Applied Probability. 2006 ;43 767-781. - General average impulse control of piecewise deterministic processes
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Informações sobre o DOI: 10.1017/s0021900200002096 (Fonte: oaDOI API)
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