Acta mathematica scientia,Series A ›› 2018, Vol. 38 ›› Issue (2): 350-357.

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The Existence of Invariant Measure for Markov Chains with Uniform Countable Additivity

Zhang Ren1, Zhang Shaoyi2   

  1. 1. Information Engineering College, Wuhan Huaxia University of Technology, Wuhan 430223;
    2. Faculty of Mathematics and Statistics, Hubei University, Wuhan 430062
  • Received:2017-03-08 Revised:2017-10-13 Online:2018-04-26 Published:2018-04-26
  • Supported by:
    Supported by the Natural Science Foundation of Hubei Province (2016CFC747)

Abstract: In this paper, the main results are that state space admits the Harris decomposition for Markov chains when provided uniform countable additivity condition and drift condition (V1) are satisfied, furthermore, imply that there is an invariant measure. A relevant example is given.

Key words: Uniform countable additivity, Markov Chains, Invariant measure

CLC Number: 

  • O211.62
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