Invariant Measure Markov Chain
Invariant Measure Markov Chain . Let (e, e) be a measurable space and let η be a probability measure on e.denote by i(η) the set of markov kernels p over (e, e) for which η is an invariant measure: In the paper, we propose a novel stochastic population model with markov chain and diffusion in a polluted environment. Merlijn HORSSEN MMath, PhD University of Nottingham, Nottingham from www.researchgate.net 1 introduction and main results we study a markov chain phi = fphi n : We give necessary and sufficient conditions for the existence of invariant probability measures for markov chains that satisfy the feller property. Which markov chains have a given invariant measure?