메뉴 건너뛰기




Volumn 47, Issue 2, 2008, Pages 1053-1077

Stability and ergodicity of piecewise deterministic Markov processes

Author keywords

Ergodicity; Piecewise deterministic Markov process; Recurrence

Indexed keywords

CHAINS; IMPORTANCE SAMPLING; STOCHASTIC CONTROL SYSTEMS;

EID: 55549086499     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/060670109     Document Type: Article
Times cited : (86)

References (19)
  • 3
    • 0342893996 scopus 로고
    • Stationary distributions for piecewise-deterministic Markov processes
    • O. L. V. COSTA, Stationary distributions for piecewise-deterministic Markov processes, J. Appl. Probab., 27 (1990), pp. 60-73.
    • (1990) J. Appl. Probab , vol.27 , pp. 60-73
    • COSTA, O.L.V.1
  • 4
    • 0003077340 scopus 로고
    • On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
    • J. G. DAI, On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models, Ann. Appl. Probab., 5 (1995), pp. 49-77.
    • (1995) Ann. Appl. Probab , vol.5 , pp. 49-77
    • DAI, J.G.1
  • 5
    • 0029404157 scopus 로고
    • Stability and convergence of moments for multiclass queueing networks via fluid limit models
    • J. G. DAI and S. P. MEYN, Stability and convergence of moments for multiclass queueing networks via fluid limit models, IEEE Trans. Automat. Control, 40 (1995), pp. 1889-1904.
    • (1995) IEEE Trans. Automat. Control , vol.40 , pp. 1889-1904
    • DAI, J.G.1    MEYN, S.P.2
  • 8
    • 0033141140 scopus 로고    scopus 로고
    • Stability of piecewise-deterministic Markov processes
    • F. DUFOUR and O. L. V. COSTA, Stability of piecewise-deterministic Markov processes, SIAM J. Control Optim., 37 (1999), pp. 1483-1502.
    • (1999) SIAM J. Control Optim , vol.37 , pp. 1483-1502
    • DUFOUR, F.1    COSTA, O.L.V.2
  • 9
    • 0002261059 scopus 로고
    • Ergodicity, continuity and analyticity of countable Markov chains
    • V. A. MALY̌SEV AND M. V. MEN'̌sikov, Ergodicity, continuity and analyticity of countable Markov chains, Trans. Moscow Math. Soc., 1 (1982), pp. 1-48.
    • (1982) Trans. Moscow Math. Soc , vol.1 , pp. 1-48
    • MALY̌SEV, V.A.1    MEN'̌sikov, M.V.2
  • 10
    • 0001340189 scopus 로고
    • Stability of Markovian processes I: Criteria for discrete-time chains
    • S. P. MEYN and R. L. TWEEDIE, Stability of Markovian processes I: Criteria for discrete-time chains, Adv. in Appl. Probab., 24 (1992), pp. 542-574.
    • (1992) Adv. in Appl. Probab , vol.24 , pp. 542-574
    • MEYN, S.P.1    TWEEDIE, R.L.2
  • 13
    • 0000684659 scopus 로고
    • Stability of Markovian processes II: Continuous-time processes and sampled chains
    • S. P. MEYN and R. L. TWEEDIE, Stability of Markovian processes II: Continuous-time processes and sampled chains, Adv. in Appl. Probab., 25 (1993), pp. 487-517.
    • (1993) Adv. in Appl. Probab , vol.25 , pp. 487-517
    • MEYN, S.P.1    TWEEDIE, R.L.2
  • 14
    • 0001340188 scopus 로고
    • Stability of Markovian processes III: Foster-Lyapunov criteria for continuous-time processes
    • S. P. MEYN and R. L. TWEEDIE, Stability of Markovian processes III: Foster-Lyapunov criteria for continuous-time processes, Adv. in Appl. Probab., 25 (1993), pp. 518-548.
    • (1993) Adv. in Appl. Probab , vol.25 , pp. 518-548
    • MEYN, S.P.1    TWEEDIE, R.L.2
  • 15
    • 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. Probab., 4 (1994), pp. 149-168.
    • (1994) Ann. Appl. Probab , vol.4 , pp. 149-168
    • MEYN, S.P.1    TWEEDIE, R.L.2
  • 16
    • 38249040692 scopus 로고
    • On nonsingular renewal kernels with application to a semigroup of transition kernels
    • S. NIEMI and E. NUMMELIN, On nonsingular renewal kernels with application to a semigroup of transition kernels, Stochastic Process. Appl., 22 (1986), pp. 177-202.
    • (1986) Stochastic Process. Appl , vol.22 , pp. 177-202
    • NIEMI, S.1    NUMMELIN, E.2
  • 18
    • 0003737306 scopus 로고
    • 2nd ed, North-Holland Math. Library, North-Holland, Amsterdam
    • D. REVUZ, Markov Chains, 2nd ed., North-Holland Math. Library 11, North-Holland, Amsterdam, 1984.
    • (1984) Markov Chains , pp. 11
    • REVUZ, D.1
  • 19
    • 0642329981 scopus 로고
    • The recurrence structure of general Markov processes
    • P. TUOMINEN and R. TWEEDIE, The recurrence structure of general Markov processes, Proc. London Math. Soc., 39 (1978), pp. 554-576.
    • (1978) Proc. London Math. Soc , vol.39 , pp. 554-576
    • TUOMINEN, P.1    TWEEDIE, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.