On Rates of Convergence for Markov Chains Under Random Time State Dependent Drift Criteria

DOI10.1109/TAC.2015.2447251zbMATH Open1359.60093arXiv1312.4210OpenAlexW1517872075MaRDI QIDQ2980709FDOQ2980709

Authors: Ramiro Zurkowski, Serdar Yüksel, Tamás Linder 

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: Many applications in networked control require intermittent access of a controller to a system, as in event-triggered systems or information constrained control applications. Motivated by such applications and extending previous work on Lyapunov-theoretic drift criteria, we establish both subgeometric and geometric rates of convergence for Markov chains under state dependent random time drift criteria. We quantify how the rate of ergodicity, nature of Lyapunov functions, their drift properties, and the distributions of stopping times are related. We finally study an application in networked control.

Full work available at URL: https://arxiv.org/abs/1312.4210

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (3)

• Event-triggered resilient filtering with measurement quantization and random sensor failures: monotonicity and convergence
• Title not available (Why is that?)
• On the limitations of single-step drift and minorization in Markov chain convergence analysis

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