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
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
Journal title :
Journal of Mathematical Analysis and Applications