Moments for stationary and quasi-stationary distributions of markov chains
- 1 March 1985
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 22 (1) , 148-155
- https://doi.org/10.2307/3213754
Abstract
A necessary and sufficient set of conditions is given for the finiteness of a general moment of the R -invariant measure of an R -recurrent substochastic matrix. The conditions are conceptually related to Foster's theorem. The result extends that of [8], and is illustratively applied to the single and multitype subcritical Galton–Watson process to find conditions for Yaglom-type conditional limit distributions to have finite moments.Keywords
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