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Nonnegative Markov Chains with Applications

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Book cover Probability and Partial Differential Equations in Modern Applied Mathematics

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 140))

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Abstract

For a class of Markov chains that arise in ecology and economics conditions are provided for the existence, uniqueness (and convergence to) of stationary probability distributions. Their Feller property and Harris irreducibility are also explored.

Supported in part by Grant AFOSR IISI F49620-01-1-0076. This paper is based on the talk presented by the author at the IMA conference on Probability and P.D.E.

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Author information

Authors and Affiliations

  1. School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY, 14853, USA

    K. S. Athreya

  2. Iowa State University, USA

    K. S. Athreya

Authors
  1. K. S. Athreya
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Editor information

Editors and Affiliations

  1. Department of Mathematics, Oregon State University, Covallis, OR, 97331, USA

    Edward C. Waymire

  2. Department of Applied Mathematics, Illionis Institute of Technology, Chicago, IL, 60616, USA

    Jinqiao Duan

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Athreya, K.S. (2005). Nonnegative Markov Chains with Applications. In: Waymire, E.C., Duan, J. (eds) Probability and Partial Differential Equations in Modern Applied Mathematics. The IMA Volumes in Mathematics and its Applications, vol 140. Springer, New York, NY. https://doi.org/10.1007/978-0-387-29371-4_1

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