State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains

DOI10.1016/J.SPA.2009.10.001zbMATH Open1182.60019arXiv0901.2453OpenAlexW2109123698MaRDI QIDQ1045796FDOQ1045796

Authors: Stephen B. Connor, Gersende Fort 

Publication date: 16 December 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster-Lyapunov condition. We present sufficient criteria for such a drift condition to exist, and use these to partially answer a question posed by Connor & Kendall (2007) concerning the existence of so-called 'tame' Markov chains. Furthermore, we show that our 'subsampled drift condition' implies the existence of finite moments for the return time to a small set.

Full work available at URL: https://arxiv.org/abs/0901.2453

Recommendations

• Subgeometric ergodicity under random-time state-dependent drift conditions
• State-dependent criteria for convergence of Markov chains
• Subgeometric ergodicity for continuous-time Markov chains
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Foster-type criteria for Markov chains on general spaces

zbMATH Keywords

Markov chainsregularitynetworks of queuesFoster-Lyapunov functionsstate-dependent drift conditionstame chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25)

Cites Work

• Markov chains and stochastic stability
• Polynomial convergence rates of Markov chains
• On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
• Stability of Markovian processes II: continuous-time processes and sampled chains
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• Control Techniques for Complex Networks
• Polynomial ergodicity of Markov transition kernels.
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Stability and convergence of moments for multiclass queueing networks via fluid limit models
• Subgeometric ergodicity of strong Markov processes
• State-dependent criteria for convergence of Markov chains
• Perfect simulation for a class of positive recurrent Markov chains
• Stability of generalized Jackson networks
• Title not available (Why is that?)
• Practical drift conditions for subgeometric rates of convergence.
• The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
• On coupling of discrete renewal processes

Cited In (7)

• Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
• Perfect simulation of \(\mathrm{M}/\mathrm{G}/c\) queues
• Subexponential upper and lower bounds in Wasserstein distance for Markov 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
• A note on Foster-Lyapunov drift condition for recurrence of Markov chains on general state spaces
• State-dependent criteria for convergence of Markov chains

This page was built for publication: State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1045796)