کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156179 958807 2009 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
State-dependent Foster–Lyapunov criteria for subgeometric convergence of Markov chains
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
State-dependent Foster–Lyapunov criteria for subgeometric convergence of Markov chains
چکیده انگلیسی

We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster–Lyapunov condition. We present sufficient criteria for such a drift condition to exist, and use these to partially answer a question posed in Connor and Kendall (2007) [2] concerning the existence of so-called ‘tame’ Markov chains. Furthermore, we show that our ‘subsampled drift condition’ implies the existence of finite moments for the return time to a small set.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 12, December 2009, Pages 4176–4193
نویسندگان
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