Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions

DOI10.1155/2014/274535MaRDI QIDQ1667367zbMATH OpenOpenAlexWikidataFDO

Authors Mokaedi V. Lekgari

Publication date 28 August 2018

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/274535

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• scientific article; zbMATH DE number 475325 (Why is no real title available?)
• Ergodic degrees for continuous-time Markov chains
• Kolmogorov forward equation and explosiveness in countable state Markov processes
• Markov chains and stochastic stability
• Practical drift conditions for subgeometric rates of convergence.
• Random-Time, State-Dependent Stochastic Drift for Markov Chains and Application to Stochastic Stabilization Over Erasure Channels
• State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
• State-dependent criteria for convergence of Markov chains
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Subgeometric ergodicity for continuous-time Markov chains
• Subgeometric rates of convergence for a class of continuous-time Markov process
• The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
• Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results

Cited in

(2)

• MARKOV CHAINS SATISFYING SIMPLE DRIFT CONDITIONS FOR SUBGEOMETRIC ERGODICITY
• Subgeometric ergodicity under random-time state-dependent drift conditions

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