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

DOI10.1109/TAC.2015.2447251MaRDI QIDQ2980709zbMATH OpenOpenAlexFDO

Authors Ramiro Zurkowski, Serdar Yüksel, Tamás Linder

Publication date 3 May 2017

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

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)

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.

Cited in

(3)

• Event-triggered resilient filtering with measurement quantization and random sensor failures: monotonicity and convergence
• scientific article; zbMATH DE number 4046794 (Why is no real title available?)
• On the limitations of single-step drift and minorization in Markov chain convergence analysis

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