Geometric ergodicity in a class of denumerable Markov chains

DOI10.1007/BF00539120zbMath0138.11603MaRDI QIDQ5512500

H. D. Miller

Publication date: 1966

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

zbMATH Keywords

probability theory

Related Items

Stationary measures for random walk on a half line, Stationary measures for random walk on a half line, A representation for invariant measures for transient Markov chains, On the rate of convergence to the stationary distribution in the single-server queuing systems, On the rate of convergence for infinite server Erlang-Sevastyanov's problem, Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory, Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space, The relationship between knowledge, belief, and certainty, On a semi-Markov generalization of the random walk, Geometric Ergodicity of the ALOHA-system and a Coupled Processors Model, Unnamed Item, Unnamed Item, A characterization of geometric ergodicity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Combinatorial Lemma and Its Application to Probability Theory
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• Exponential Convergence Rates for the Law of Large Numbers
• A Generalization of Wald's Identity with Applications to Random Walks
• A Renewal Theorem for Random Variables which are Dependent or Non-Identically Distributed
• A Tauberian Theorem and Its Probability Interpretation
• Nonnegative Square Matrices
• Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain