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
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