Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions
From MaRDI portal
Publication:1667367
DOI10.1155/2014/274535zbMath1426.60102OpenAlexW2114837978WikidataQ59061353 ScholiaQ59061353MaRDI QIDQ1667367
Publication date: 28 August 2018
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/274535
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)
Cites Work
- Unnamed Item
- Kolmogorov forward equation and explosiveness in countable state Markov processes
- Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
- Markov chains and stochastic stability
- The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
- Subgeometric ergodicity for continuous-time Markov chains
- State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
- State-dependent criteria for convergence of Markov chains
- Ergodic degrees for continuous-time Markov chains
- Practical drift conditions for subgeometric rates of convergence.
- Subgeometric rates of convergence for a class of continuous-time Markov process
- Subgeometric Rates of Convergence of f-Ergodic Markov Chains
- Random-Time, State-Dependent Stochastic Drift for Markov Chains and Application to Stochastic Stabilization Over Erasure Channels
This page was built for publication: Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions