Geometric convergence rates for stochastically ordered Markov chains

Mathematics of Operations Research

Volumn 21, Issue 1, 1996, Pages 182-194

  Lund, Robert B ^a   Tweedie, Richard L ^b  

^a UNIVERSITY OF GEORGIA   (United States)

^b Department of Environmental and Radiological Health Sciences   (United States)

Author keywords

Convergence rate; Coupling; Geometric ergodicity; Queues; Random walks; Storage processes; Total variation

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; GEOMETRY; MARKOV PROCESSES; PROBABILITY; QUEUEING THEORY; RANDOM PROCESSES; STATE SPACE METHODS;

FOSTER-LYAPUNOV DRIFT; GEOMETRIC CONVERGENCE RATES; GEOMETRIC ERGODICITY; RANDOM WALKS; STOCHASTICALLY ORDERED MARKOV CHAINS; STORAGE PROCESSES; TOTAL VARIATION;

OPERATIONS RESEARCH;

EID: 0030086282     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.21.1.182     Document Type: Article

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