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
Link To Document :
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