Convergence parameter associated with a Markov chain and a family of functions (Q1957043)

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Convergence parameter associated with a Markov chain and a family of functions
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    Convergence parameter associated with a Markov chain and a family of functions (English)
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    24 September 2010
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    The definition proposed of a convergence parameter \(R\left( W\right) \) associated with a Markov chain \(X\) with a measurable state space \(\left( E,\mathcal{B}\right) \) and any nonempty set \(W \) of bounded below measurable functions \(f:E\rightarrow \mathbb{R} \), is wider than the well-known definition of a convergence parameter \(R\) in the sense of D. Vere-Jones, R. L. Tweedie or E. Nummelin. Very often, \(R\left( W\right) <\infty \), and there exists a set playing the role of the absorbing set in Nummelin's definition of \(R\). Special attention is paid to the case in which \(E\) is locally compact, \(X\) is a Feller chain on \(E\), and \(W\) coincides with the family \(\varepsilon _{0}^{+}\) of all compactly supported continuous functions \(f\geq 0\left( f\equiv \!\!\!\!\!/0\right) .\) In particular, certain conditions for \(R\left( \varepsilon _{0}^{+}\right) ^{-1} \) to coincide with the norm of an appropriate modification of the chain transition operator are found.
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    convergence parameter
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    Markov chain
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    absorbing set
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    locally compact set
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    random walk
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    irreducible chain
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    Feller chain
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    measurable state space
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