Subgeometric ergodicity for continuous-time Markov chains

DOI10.1016/J.JMAA.2010.03.019MaRDI QIDQ972471zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 19 May 2010

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2010.03.019

zbMATH Keywords

Markov chainsconvergence ratesubgeometric ergodicity

Mathematics Subject Classification ID

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

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• Stochastic comparability and dual \(Q\)-functions
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Subgeometric ergodicity of strong Markov processes
• Subgeometric rates of convergence for a class of continuous-time Markov process
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• The queue GI/G/1: Finite moments of the cycle variables and uniform rates of convergence
• The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory

Cited in

(32)

• Perturbation analysis for continuous-time Markov chains
• Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
• Bounds on regeneration times and limit theorems for subgeometric Markov chains
• Birth and death processes in interactive random environments
• Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment
• Algebraic convergence for discrete-time ergodic Markov chains
• scientific article; zbMATH DE number 4050809 (Why is no real title available?)
• Subexponential upper and lower bounds in Wasserstein distance for Markov processes
• Augmented truncation approximations to the solution of Poisson's equation for Markov chains
• Equivalences of Geometric Ergodicity of Markov Chains
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• On geometric and algebraic transience for block-structured Markov chains
• Subgeometric rates of convergence for a class of continuous-time Markov process
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• Substochastic semigroups and densities of piecewise deterministic Markov processes
• Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
• Subgeometric ergodicity and -mixing
• Integral-type functionals of first hitting times for continuous-time Markov chains
• Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions
• Subgeometric ergodicity under random-time state-dependent drift conditions
• Additive functionals for discrete-time Markov chains with applications to birth-death processes
• Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination
• Exponential convergence rates for stochastically ordered Markov processes under perturbation
• Subgeometric ergodicity of strong Markov processes
• State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
• On sub-geometric ergodicity of diffusion processes
• Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes
• Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups
• Algebraic ergodicity for SDEs driven by Lévy processes
• MARKOV CHAINS SATISFYING SIMPLE DRIFT CONDITIONS FOR SUBGEOMETRIC ERGODICITY
• Subgeometric ergodicity of Markov chains
• Kemeny's constant for countable Markov chains

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