Subgeometric ergodicity for continuous-time Markov chains

DOI10.1016/j.jmaa.2010.03.019zbMath1197.60076OpenAlexW2041979006MaRDI QIDQ972471

B. E. Eshmatov

Publication date: 19 May 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.03.019

zbMATH Keywords

Markov chainsconvergence ratesubgeometric ergodicity

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (16)

Perturbation analysis for continuous-time Markov chains ⋮ Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results ⋮ Algebraic ergodicity for SDEs driven by Lévy processes ⋮ Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions ⋮ Subgeometric ergodicity under random-time state-dependent drift conditions ⋮ Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Kemeny's constant for countable Markov chains ⋮ On geometric and algebraic transience for block-structured Markov chains ⋮ Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues ⋮ Augmented truncation approximations to the solution of Poisson's equation for Markov chains ⋮ Integral-type functionals of first hitting times for continuous-time Markov chains ⋮ Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment ⋮ Additive Functionals for Discrete-Time Markov Chains with Applications to Birth-Death Processes ⋮ Exponential convergence rates for stochastically ordered Markov processes under perturbation ⋮ Birth and death processes in interactive random environments ⋮ Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes

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