Реферат: For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as for closedness of its transient trajectories. In particular, we generalize a basic result by Bhattacharya and Majumdar (2007) where a certain form of mixing, or swap condition, was assumed uniformly over the state space. We do not rely on continuity properties of transition probabilities.

Библиографическая ссылка: Фосс С.Г.
Compressibility and Stochastic Stability of Monotone Markov Chains
Celebrating Probability and Stochastics at EPFL 13-15 Apr 2026