MARKOV CHAINS SATISFYING SIMPLE DRIFT CONDITIONS FOR SUBGEOMETRIC ERGODICITY

DOI10.1081/STM-100002059zbMath0983.60063MaRDI QIDQ2746229

Akio Tanikwa

Publication date: 10 October 2001

Published in: Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

Markov chainsergodicitysubgeometric ergodicity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

Practical drift conditions for subgeometric rates of convergence. ⋮ SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS

Cites Work

• Markov chains and stochastic stability
• The queue GI/G/1: Finite moments of the cycle variables and uniform rates of convergence
• The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
• State-dependent criteria for convergence of Markov chains
• The rate of convergence of a homogeneous Markov chain arising from two-queue networks
• One-sided error estimates in renewal theory
• Stability of Markovian processes I: criteria for discrete-time Chains
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• On the rate of convergence of Borovkov's multidimensional ergodic Markov chain

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