Pacific Journal of Mathematics

Markov processes and unique stationary probability measures.

Richard Isaac

Article information

Source
Pacific J. Math., Volume 12, Number 1 (1962), 273-286.

Dates
First available in Project Euclid: 14 December 2004

Permanent link to this document
https://projecteuclid.org/euclid.pjm/1103036723

Mathematical Reviews number (MathSciNet)
MR0140147

Zentralblatt MATH identifier
0133.10804

Subjects
Primary: 60.60

Citation

Isaac, Richard. Markov processes and unique stationary probability measures. Pacific J. Math. 12 (1962), no. 1, 273--286. https://projecteuclid.org/euclid.pjm/1103036723


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References

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  • [2] K. L. Chung and C. Derman, Non-recurrent random Walks, Pacific J. Math., 6 (1956), 441-447.
  • [3] W. Doeblin and R. Fortet, Sur des chaines a liaisons completes, Bulletin de la Societe Mathematique de France, 65 (1937), 133-148.
  • [4] J. L. Doob, Stochastic processes, Wiley and Sons, New York, 1953.
  • [5] N. Dunford and J.T. Schwartz, Linear operators, I, Interscience, New York, 1958.
  • [6] W. Feller, An introduction to probability theory and its applications, Volume 1, Wiley and sons, New York, 1950.
  • [7] Ionescu-Tulcea and G. Marinescu, Sur certaines chaines a liaisons completes, C.R. Acad. Sci. Paris, 227 (1948), 667-669.
  • [8] R. Isaac, Some generalizations of Doeblin's decomposition, Pacific J. Math. Summer 1961.
  • [9] S. Karlin, Some random walks arising in learning models I, Pacific J. Math., 3 (1953), 725-756.
  • [10] M. E. Munroe, Introduction to measure and integration, Addison-Wesley, 1953.
  • [11] K. Yosida and S. Kakutani, Operator theoretical treatment of Markov's process and mean ergodic theorem, Ann. of Math., 42 (1941).