• Title of article

    State-dependent Foster–Lyapunov criteria for subgeometric convergence of Markov chains

  • Author/Authors

    Connor، نويسنده , , S.B. and Fort، نويسنده , , G.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    18
  • From page
    4176
  • To page
    4193
  • 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.
  • Keywords
    Markov chains , Foster–Lyapunov functions , State-dependent drift conditions , Regularity , Tame chains , Networks of queues
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578229