This article is cited in 6 papers

Invariant measures of Markov chains and Fellerian extensions of chains

M. G. Šur

Moscow

Abstract: Sufficient conditions for the existence of non-trivial invariant measures are given both for Feller non-recurrent chains on the locally compact spaces and for the irreducible non-recurrent Markov chains (theorems 3.1, 4.1, 4.2). The second case is reduced to the Fellerian one by means of the construction of a corresponding extension of an initial chain (theorems 1.1, 2.1).

Received: 14.08.1979

 English version: Theory of Probability and its Applications, 1982, 26:3, 485–497

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