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Invariance and Tightness

  • Sean P. Meyn
  • Richard L. Tweedie
Part of the Communications and Control Engineering Series book series (CCE)

Abstract

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.

Keywords

Invariant Measure Lower Semicontinuous Invariant Probability Measure Resolvent Equation Strong Markov Property 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag London Limited 1993

Authors and Affiliations

  • Sean P. Meyn
    • 1
  • Richard L. Tweedie
    • 2
  1. 1.Coordinated Science Laboratory and the Department of Electrical and Computer EngineeringUniversity of IllinoisUrbanaUSA
  2. 2.Department of StatisticsColorado State UniversityFort CollinsUSA

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