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

DOI10.1155/2014/274535zbMATH Open1426.60102OpenAlexW2114837978WikidataQ59061353 ScholiaQ59061353MaRDI QIDQ1667367FDOQ1667367

Mokaedi V. Lekgari

Publication date: 28 August 2018

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

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

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Mathematics Subject Classification ID

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

Cites Work

• Markov chains and stochastic stability
• Ergodic degrees for continuous-time Markov chains
• Kolmogorov forward equation and explosiveness in countable state Markov processes
• Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Subgeometric ergodicity for continuous-time Markov chains
• State-dependent criteria for convergence of Markov chains
• Title not available (Why is that?)
• Practical drift conditions for subgeometric rates of convergence.
• 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
• State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
• Random-Time, State-Dependent Stochastic Drift for Markov Chains and Application to Stochastic Stabilization Over Erasure Channels

Cited In (2)

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

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