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Integral conditions for the invertibility of Markov chains on a half-line with general measure of irreducibility

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Abstract

We present conditions for the invertibility of Markov chains with values from ℝ+ and general measure of irreducibility. The results are obtained by the classical method of test functions combined with the method of perturbation of partial potentials.

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Authors and Affiliations

  1. Kyiv National University of Construction and Architecture, Kyiv

    T. I. Isakova & Yu. P. Filonov

Authors
  1. T. I. Isakova
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  2. Yu. P. Filonov
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, No. 5, pp. 705–712, May, 2004.

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Isakova, T.I., Filonov, Y.P. Integral conditions for the invertibility of Markov chains on a half-line with general measure of irreducibility. Ukr Math J 56, 852–861 (2004). https://doi.org/10.1007/s11253-005-0014-0

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  • DOI: https://doi.org/10.1007/s11253-005-0014-0

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