대한수학회보 (Bulletin of the Korean Mathematical Society)

  • 제30권1호
  • /
  • Pages.91-97
  • /
  • 1993
  • /
  • 1015-8634(pISSN)
  • /
  • 2234-3016(eISSN)
대한수학회 (Korean Mathematical Society)
권호 표지

ON THE EXISTENCE OF A UNIQUE INVARIANT PROBABILITY FOR A CLASS OF MARKOV PROCESSES

  • Lee, Oesook (Dept. of Statistics, Ewha Woman′s University)
  • 발행 : 1993.02.01
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초록

In this article, we consider the case that S is a topologically complete subspace of $R^{k}$ , and that .GAMMA. is a set of monotone functions on S into S. It is obtained the sugficient condition for the existence of a unique invariant probability to which $P^{(n}$/(x,dy) converges exponentially fast in a metric stronger than the Kolmogorov's distance. This extends the earlier results of Bhattacharya and Lee (1988) who considered the case .GAMMA. a set of nondecreasing functions.tions.

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