Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
From MaRDI portal
Publication:3142673
DOI10.2307/1427522zbMath0781.60053OpenAlexW2021290840WikidataQ98839759 ScholiaQ98839759MaRDI QIDQ3142673
Richard L. Tweedie, Sean P. Meyn
Publication date: 17 February 1994
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427522
positive Harris recurrencestability conceptsFoster-Lyapunov inequalitiesgeneral release storage processeswork-modulated queues
Related Items (only showing first 100 items - show all)
Lyapunov exponents for small random perturbations of Hamiltonian systems. ⋮ Spectral theory and limit theorems for geometrically ergodic Markov processes ⋮ Stochastic approximation of quasi-stationary distributions on compact spaces and applications ⋮ Stochastic Liénard equations with state-dependent switching ⋮ Sample path properties of the stochastic flows. ⋮ Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes ⋮ An Eyring-Kramers law for slowly oscillating bistable diffusions ⋮ Abstraction-guided truncations for stationary distributions of Markov population models ⋮ Estimation of partial differential equations with applications in finance ⋮ Information-geometric Markov chain Monte Carlo methods using diffusions ⋮ Trends to equilibrium in total variation distance ⋮ Variance reduction using nonreversible Langevin samplers ⋮ The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction ⋮ On the polynomial convergence rate to nonequilibrium steady states ⋮ Third-order asymptotic expansion of \(M\)-estimators for diffusion processes ⋮ Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration ⋮ \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps ⋮ Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates ⋮ Kolmogorov forward equation and explosiveness in countable state Markov processes ⋮ Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results ⋮ Algebraic ergodicity for SDEs driven by Lévy processes ⋮ Stability of the overdamped Langevin equation in double-well potential ⋮ On the stability of diffusion processes with state-dependent switching ⋮ Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions ⋮ Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding ⋮ Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency ⋮ Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps ⋮ Optimization via trunk reservation in single resource loss systems under heavy traffic ⋮ Computable exponential convergence rates for stochastically ordered Markov processes ⋮ A stability conjecture on bandwidth sharing networks ⋮ Ergodic properties of generalized Ornstein-Uhlenbeck processes ⋮ Some properties of doubly skewed CIR processes ⋮ Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity ⋮ Numerical simulation of polynomial-speed convergence phenomenon ⋮ Stochastic heavy ball ⋮ The transition from ergodic to explosive behavior in a family of stochastic differential equations ⋮ Importance and sensitivity analysis in dynamic reliability ⋮ Stochastic control via direct comparison ⋮ A probabilistic approach to spectral analysis of growth-fragmentation equations ⋮ Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching ⋮ Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps ⋮ Constrained stochastic differential games with additive structure: average and discount payoffs ⋮ Ergodic properties of a model for turbulent dispersion of inertial particles ⋮ Total variation approximation for quasi-equilibrium distributions. II ⋮ Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity ⋮ Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality ⋮ Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity ⋮ Slow and fast scales for superprocess limits of age-structured populations ⋮ Limit theorems for Markov processes indexed by continuous time Galton-Watson trees ⋮ Diffusion models and steady-state approximations for exponentially ergodic Markovian queues ⋮ Perturbation bounds and truncations for a class of Markovian queues ⋮ Validity of heavy-traffic steady-state approximations in many-server queues with abandonment ⋮ Feller property and exponential ergodicity of diffusion processes with state-dependent switching ⋮ Ergodicity of one-dimensional regime-switching diffusion processes ⋮ A stochastic SIRS epidemic model with nonlinear incidence rate ⋮ Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria ⋮ Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues ⋮ Exponential ergodicity of a regime-switching SIS epidemic model with jumps ⋮ Sign properties of Metzler matrices with applications ⋮ On limiting characteristics for a non-stationary two-processor heterogeneous system with catastrophes, server failures and repairs ⋮ Asymptotic properties of a stochastic SIR epidemic model with Beddington-DeAngelis incidence rate ⋮ Self-exciting jump processes with applications to energy markets ⋮ Spatial central limit theorem for supercritical superprocesses ⋮ Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity ⋮ Normalizing constants of log-concave densities ⋮ Stochastic population growth in spatially heterogeneous environments: the density-dependent case ⋮ Criteria for ergodicity of Lévy type operators in dimension one ⋮ Estimation of semiparametric locally stationary diffusion models ⋮ Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models ⋮ Strong convergence rate of principle of averaging for jump-diffusion processes ⋮ Lyapunov exponents of nilpotent Itô systems with random coefficients. ⋮ A macroscopic model for a system of swarming agents using curvature control ⋮ Stability of a random diffusion with nonlinear drift ⋮ Subgeometric ergodicity of strong Markov processes ⋮ The vanishing discount approach to constrained continuous-time controlled Markov chains ⋮ Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing ⋮ Analysis of \(M^{ X}/ G/1\) queues with impatient customers ⋮ Sensitivity analysis of long-term cash flows ⋮ Long-time behavior of an SIR model with perturbed disease transmission coefficient ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Average optimality for continuous-time Markov decision processes in Polish spaces ⋮ On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes ⋮ Semi-nonparametric estimation and misspecification testing of diffusion models ⋮ Ergodicity for time-changed symmetric stable processes ⋮ Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes ⋮ Sharp conditions for certain ruin in a risk process with stochastic return on investments ⋮ Characterizations of overtaking optimality for controlled diffusion processes ⋮ Existence of limiting distribution for affine processes ⋮ Random walk, birth-and-death process and their fluid approximations: Absorbing case ⋮ Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory ⋮ State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains ⋮ Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing ⋮ Stability for a random evolution equation with Gaussian perturbation ⋮ Time and Palm stationarity of repairable systems ⋮ On the use of Lyapunov methods in renewal theory ⋮ Nonzero-sum stochastic differential games with additive structure and average payoffs ⋮ Topological conditions enabling use of Harris methods in discrete and continuous time ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games ⋮ Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations ⋮ On invariant distribution function estimation for continuous-time stationary processes
This page was built for publication: Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes