Establishing geometric drift via the Laplace transform of symmetric measures

DOI10.1016/S0167-7152(02)00288-2zbMath1015.60059MaRDI QIDQ1871338

Ernst Hansen, Niels Richard Hansen

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Markov chainsgeometric ergodicitygeometric driftaffine Markov chainsdrift functions

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Unnamed Item
• Markov chains and stochastic stability
• Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
• Mixing: Properties and examples
• Non-linear time series and Markov chains

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