Invariance and Tightness
In one of our heuristic descriptions of stability, in Section 1.3, we outlined a picture of a chain settling down to a stable regime independent of its initial starting point: we will show in Part III that positive Harris chains do precisely this, and one role of π is to describe the final stochastic regime of the chain, as we have seen.
KeywordsInvariant Measure Lower Semicontinuous Invariant Probability Measure Resolvent Equation Strong Markov Property
Unable to display preview. Download preview PDF.