Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions
Motivated by possible applications of Lyapunov techniques in the stability of stochastic networks, subgeometric ergodicity of Markov chains is investigated. In a nutshell, in this study we take a look at f-ergodic general Markov chains, subgeometrically ergodic at rate r, when the random-time Foster...
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Language: | English |
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Wiley
2014-01-01
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Series: | Journal of Probability and Statistics |
Online Access: | http://dx.doi.org/10.1155/2014/519276 |
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author | Mokaedi V. Lekgari |
author_facet | Mokaedi V. Lekgari |
author_sort | Mokaedi V. Lekgari |
collection | DOAJ |
description | Motivated by possible applications of Lyapunov techniques in the stability of stochastic networks, subgeometric ergodicity of Markov chains is investigated. In a nutshell, in this study we take a look at f-ergodic general Markov chains, subgeometrically ergodic at rate r, when the random-time Foster-Lyapunov drift conditions on a set of stopping times are satisfied. |
format | Article |
id | doaj-art-c847fd43857e4307a6ef2e52bfa06641 |
institution | Kabale University |
issn | 1687-952X 1687-9538 |
language | English |
publishDate | 2014-01-01 |
publisher | Wiley |
record_format | Article |
series | Journal of Probability and Statistics |
spelling | doaj-art-c847fd43857e4307a6ef2e52bfa066412025-02-03T01:00:49ZengWileyJournal of Probability and Statistics1687-952X1687-95382014-01-01201410.1155/2014/519276519276Subgeometric Ergodicity under Random-Time State-Dependent Drift ConditionsMokaedi V. Lekgari0School of Mathematics and Statistics, Wuhan University, Wuhan 430072, ChinaMotivated by possible applications of Lyapunov techniques in the stability of stochastic networks, subgeometric ergodicity of Markov chains is investigated. In a nutshell, in this study we take a look at f-ergodic general Markov chains, subgeometrically ergodic at rate r, when the random-time Foster-Lyapunov drift conditions on a set of stopping times are satisfied.http://dx.doi.org/10.1155/2014/519276 |
spellingShingle | Mokaedi V. Lekgari Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions Journal of Probability and Statistics |
title | Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions |
title_full | Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions |
title_fullStr | Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions |
title_full_unstemmed | Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions |
title_short | Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions |
title_sort | subgeometric ergodicity under random time state dependent drift conditions |
url | http://dx.doi.org/10.1155/2014/519276 |
work_keys_str_mv | AT mokaedivlekgari subgeometricergodicityunderrandomtimestatedependentdriftconditions |