Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156179 | Stochastic Processes and their Applications | 2009 | 18 Pages |
Abstract
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.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
S.B. Connor, G. Fort,