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Volumn 17, Issue 2, 2001, Pages 109-120

Markov chains satisfying simple drift conditions for subgeometric ergodicity

Author keywords

Ergodicity; Markov chains; State space models; Subgeometric ergodicity

Indexed keywords


EID: 26844551243     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1081/stm-100002059     Document Type: Article
Times cited : (4)

References (10)
  • 1
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    • S. P. Meyn and R. L. Tweedie, Stability of Markovian processes I: Discrete time chain, Adv. Appl. Prob. 24, 542-574 (1992).
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    • Meyn, S.P.1    Tweedie, R.L.2
  • 3
    • 0001559133 scopus 로고
    • State-dependent criteria for convergence of Markov chains
    • S. P. Meyn and R. L. Tweedie, State-dependent criteria for convergence of Markov chains, Ann. Appl. Prob. 4, 149-168 (1994).
    • (1994) Ann. Appl. Prob. , vol.4 , pp. 149-168
    • Meyn, S.P.1    Tweedie, R.L.2
  • 4
    • 0010862224 scopus 로고
    • The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
    • E. Nummelin and P. Tuominen, The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory, Stoch. Proc. Appl. 15, 295-311 (1983).
    • (1983) Stoch. Proc. Appl. , vol.15 , pp. 295-311
    • Nummelin, E.1    Tuominen, P.2
  • 5
    • 51249190620 scopus 로고
    • One-sided error estimate in renewal theory
    • C. Stone and S. Wainger, One-sided error estimate in renewal theory, J. d'Analyse Mathématique. XX, 325-352 (1967).
    • (1967) J. d'Analyse Mathématique , vol.20 , pp. 325-352
    • Stone, C.1    Wainger, S.2
  • 6
    • 0011769208 scopus 로고    scopus 로고
    • The rate of convergence of a homogeneous Markov chain arising from two-queue networks
    • A. Tanikawa, The rate of convergence of a homogeneous Markov chain arising from two-queue networks, Computers Math. Appl. 31, 103-109 (1996).
    • (1996) Computers Math. Appl. , vol.31 , pp. 103-109
    • Tanikawa, A.1
  • 7
    • 0031355680 scopus 로고    scopus 로고
    • On the rate of convergence of Borovkov's multidimensional ergodic Markov chain
    • A. Tanikawa, On the rate of convergence of Borovkov's multidimensional ergodic Markov chain, J. Appl. Prob. 34, 328-339 (1997).
    • (1997) J. Appl. Prob. , vol.34 , pp. 328-339
    • Tanikawa, A.1
  • 8
    • 46549102783 scopus 로고
    • The queue GI/G/1: Finite moments of the cycle variables and uniform rates of convergence
    • H. Thorisson, The queue GI/G/1 : Finite moments of the cycle variables and uniform rates of convergence, Stoch. Proc. Appl. 19, 85-99 (1985).
    • (1985) Stoch. Proc. Appl. , vol.19 , pp. 85-99
    • Thorisson, H.1
  • 9
    • 0001153782 scopus 로고
    • Subgeometric rates of convergence of f-ergodic Markov chains
    • P. Tuominen and R. L. Tweedie, Subgeometric rates of convergence of f-ergodic Markov chains, Adv. Appl. Probab. 26, 775-798 (1994).
    • (1994) Adv. Appl. Probab. , vol.26 , pp. 775-798
    • Tuominen, P.1    Tweedie, R.L.2
  • 10
    • 0002179369 scopus 로고
    • Criteria for rates of convergence of Markov chains with application to queueing and storage theory
    • Cambridge University Press, Cambridge
    • R. L. Tweedie, Criteria for rates of convergence of Markov chains with application to queueing and storage theory, In Probability, Statistics and Analysis (Edited by J. F. C. Kingman and G. E. H. Reuter), pp. 260-276, Cambridge University Press, Cambridge, (1983).
    • (1983) Probability, Statistics and Analysis (Edited by J. F. C. Kingman and G. E. H. Reuter) , pp. 260-276
    • Tweedie, R.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.