کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4619331 1339433 2010 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Subgeometric ergodicity for continuous-time Markov chains
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Subgeometric ergodicity for continuous-time Markov chains
چکیده انگلیسی

In this paper, subgeometric ergodicity is investigated for continuous-time Markov chains. Several equivalent conditions, based on the first hitting time or the drift function, are derived as the main theorem. In its corollaries, practical drift criteria are given for ℓ-ergodicity and computable bounds on subgeometric convergence rates are obtained for stochastically monotone Markov chains. These results are illustrated by examples.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 368, Issue 1, 1 August 2010, Pages 178-189