1
$\begingroup$

A two-dimensinal Markov process $\{\theta_{t},S_{t}\}_{t=1}^{\infty}$ where $\theta_{t} \in \Theta$ and $S_{t} \in S$.$\Theta$ is a continuous state space and $S$ is a discrete state space. Suppose I know: $$P(\theta_{t+1}\in \Theta_{0} \subset \Theta, S_{t+1}=s \in S|(\theta_{t},S_{t}))$$

Can I use some tools similar with stationary distribution in one-dimensional Markov process to analyze this process? Can some guys propose some ideas or recommend references?

$\endgroup$

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.