A characterization of geometric ergodicity

DOI10.1007/BF00535499zbMath0393.60065MaRDI QIDQ4176241

Dean L. Isaacson

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Markov ChainGeometrically ErgodicStrongly Ergodic

Mathematics Subject Classification ID

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

Related Items (3)

Nonhomogeneous, continuous-time Markov chains defined by series of proportional intensity matrices ⋮ Estimation and control in discounted stochastic dynamic programming ⋮ Ergodicity for countable inhomogeneous Markov chains

Cites Work

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• Geometric ergodicity and R-positivity for general Markov chains
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• Uniform coupling of non-homogeneous Markov chains
• Criteria for strong ergodicity of Markov chains
• Geometric ergodicity in a class of denumerable Markov chains
• Geometric convergence of semi-Markov transition probabilities
• An example on geometric ergodicity of a finite Markov chain
• On the Stochastic Matrices Associated with Certain Queuing Processes

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