Compressibility and Stochastic Stability of Monotone Markov Chains - Conference attendances

Compressibility and Stochastic Stability of Monotone Markov Chains Conference attendances

Language

Английский

Participant type

Секционный

Conference

Celebrating Probability and Stochastics at EPFL
13-15 Apr 2026 , Laudanne

Authors

Фосс С.Г. ¹

Affiliations

1	Heriot–Watt University

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.

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