Ergodicity and stability of multidimensional Markov chains. (Russian) Zbl 0715.60084
A homogeneous aperiodic Markov chain with an arbitrary state space is considered. Conditions for the existence of an invariant measure are given. The rate of convergence and stability are also studied. The results are used for the case of a multidimensional Markov chain.
Reviewer: G.Oprişan
MSC:
| 60J05 | Discrete-time Markov processes on general state spaces |
| 60F05 | Central limit and other weak theorems |
