On the invariant measures of some discrete-time Markov processes (Corresp.)

Expressions for the moments of invariant measures corresponding to a class of discrete-time Markov processes are given. The processes under consideration assume values in
R^{+}
and have stationary transition kernels of exponential type, generalizing the Rayleigh and gamma distributions. The moments of their stationary distributions, obtained by extending a method due to Wold, are given in the form of convergent infinite products of gamma functions.