Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Ergodicity conditions for two-dimensional Markov chains on the positive quadrant

From MaRDI portal
Publication:1113205
Jump to:navigation, search

DOI10.1007/BF00964367zbMath0661.60083MaRDI QIDQ1113205

Walter A. Rosenkrantz

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)


zbMATH Keywords

moment conditionboundedness conditionconditions for recurrence and transiencetwo-dimensional random walks on the positive quadrant


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)


Related Items

Recurrence and transience of reflecting Brownian motion in the quadrant ⋮ The rate of convergence of a homogeneous Markov chain arising from two-queue networks ⋮ Reflecting random walks in curvilinear wedges ⋮ Stability of token passing rings



Cites Work

  • Criteria for the recurrence or transience of stochastic process. I
  • Brownian motion in a wedge with oblique reflection
  • Exponential martingales and Wald's formulas for two-queue networks
  • Brownian models of open queueing networks with homogeneous customer populations∗
  • The ergodic behaviour of random walks
  • The solution of certain two-dimensional Markov models
  • On the Stochastic Matrices Associated with Certain Queuing Processes
  • Unnamed Item
Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1113205&oldid=13154261"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 03:25.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki