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A criterion of asymptotic stability for Markov-Feller e-chains on Polish spaces. (English) Zbl 1259.60075

Summary: Ł. Stettner [Bull. Pol. Acad. Sci., Math. 42, No. 2, 103–114 (1994; Zbl 0815.60072)] considered the asymptotic stability of Markov-Feller chains, provided the sequence of transition probabilities of the chain converges to an invariant probability measure in the weak sense and converges uniformly with respect to the initial state variable on compact sets. We extend those results to the setting of Polish spaces and relax the original assumptions. Finally, we present a class of Markov-Feller chains with a linear state space model which satisfy the assumptions of our main theorem.

MSC:

60J05 Discrete-time Markov processes on general state spaces
37A30 Ergodic theorems, spectral theory, Markov operators

Citations:

Zbl 0815.60072
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