• Title of article

    Subgeometric ergodicity for continuous-time Markov chains

  • Author/Authors

    Liu، نويسنده , , Yuanyuan and Zhang، نويسنده , , Hanjun and Zhao، نويسنده , , Yiqiang، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2010
  • Pages
    12
  • From page
    178
  • To page
    189
  • 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.
  • Keywords
    Subgeometric ergodicity , Convergence Rate , Markov chains
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2010
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1561050