Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach
/ Abstract
We establish the existence and uniqueness of quasi-stationary and quasi-ergodic measures for almost surely absorbed discrete-time Markov chains under weak conditions. We obtain our results by exploiting Banach lattice properties of transition functions under natural regularity assumptions.
Journal: Stochastic Processes and their Applications