A characterization of geometric ergodicity

DOI10.1007/BF00535499MaRDI QIDQ4176241zbMATH OpenFDO

Authors Dean L. Isaacson

Publication date 1979

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

Full work available at URL https://doi.org/10.1007/BF00535499

zbMATH Keywords

Geometrically ErgodicMarkov ChainStrongly Ergodic

Mathematics Subject Classification ID

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

Cites work

• An example on geometric ergodicity of a finite Markov chain
• Criteria for strong ergodicity of Markov chains
• Geometric convergence of semi-Markov transition probabilities
• Geometric ergodicity and R-positivity for general Markov chains
• Geometric ergodicity in a class of denumerable Markov chains
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• scientific article; zbMATH DE number 3546564 (Why is no real title available?)
• scientific article; zbMATH DE number 3581393 (Why is no real title available?)
• scientific article; zbMATH DE number 3191596 (Why is no real title available?)
• On the Stochastic Matrices Associated with Certain Queuing Processes
• Uniform coupling of non-homogeneous Markov chains

Cited in

(3)

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

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