Two ergodicity criteria for stochastically recursive sequences

DOI10.1007/BF00994261zbMath0810.60029OpenAlexW2085729264MaRDI QIDQ1323523

Aleksandr A. Borovkov, Sergeĭ Georgievich Foss

Publication date: 28 September 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00994261

zbMATH Keywords

stationary sequencecouplingstrong coupling convergence

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Recurrences (11B37)

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Cites Work

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• Palm probabilities and stationary queues
• Regeneration and renovation in queues
• Markov chains with stochastically stationary transition probabilities
• On the ergodicity conditions for stochastically recursive sequences
• General Irreducible Markov Chains and Non-Negative Operators
• A method for solving a class of recursive stochastic equations
• A splitting technique for Harris recurrent Markov chains
• A New Approach to the Limit Theory of Recurrent Markov Chains

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