Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes

DOI10.2307/3213172MaRDI QIDQ3908274zbMATH OpenOpenAlexFDO

Authors R. L. Tweedie

Publication date 1981

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213172

zbMATH Keywords

birth-death processesgeometric ergodicityhitting timesQ-matrix inequalities

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited in

(31)

• Markov chains: ergodicity in time-discrete cases
• Asymptotic inference for continuous-time Markov chains
• Continuous-time, constant causative Markov chains
• Proof of the conjecture on the stability of a multiserver retrial queue
• A nonhomogeneous quasi-birth-death process approach for an \((s,S)\) policy for a perishable inventory system with retrial demands
• Inverse problems for ergodicity of Markov chains
• Mean field interaction on random graphs with dynamically changing multi-color edges
• Stability of a queue with discriminatory random order service discipline and heterogeneous servers
• On asymptotics for Vaserstein coupling of Markov chains
• Average optimality for continuous-time Markov decision processes with a policy iteration approach
• Average optimality inequality for continuous-time Markov decision processes in Polish spaces
• Geometric Ergodicity of the ALOHA-system and a Coupled Processors Model
• COMPUTABLE STRONGLY ERGODIC RATES OF CONVERGENCE FOR CONTINUOUS-TIME MARKOV CHAINS
• Estimation of spectral gap for Markov chains
• Stability and moment bounds under utility-maximising service allocations: finite and infinite networks
• Stability of parallel server systems
• A survey of retrial queueing systems
• Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
• Exponential convergence for functional SDEs with Hölder continuous drift
• DES and RES processes and their explicit solutions
• Computable Bounds for the Decay Parameter of a Birth–Death Process
• Strong ergodicity of monotone transition functions
• On nonergodicity for nonparametric autoregressive models
• Deviation matrix in denumerable Markov processes: characterisation, rank-one perturbation and restart
• A path method for non-exponential ergodicity of Markov chains and its application for chemical reaction systems
• Non-ergodicity criteria for denumerable continuous time Markov processes.
• Transient analysis of the effect of control policies for catastrophes and death process on a birth and death process with immigration
• Bivariate step processes and random evolutions
• Ergodic theorems for stress release processes
• Tests for nonergodicity of denumerable continuous time Markov processes
• Average optimality for continuous-time Markov decision processes in Polish spaces

This page was built for publication: Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3908274)