Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4619331 | Journal of Mathematical Analysis and Applications | 2010 | 12 Pages |
Abstract
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.
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