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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Main Author: Mokaedi V. Lekgari
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2014/519276
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spelling doaj-c847fd43857e4307a6ef2e52bfa066412020-11-24T22:36:29ZengHindawi LimitedJournal 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
collection DOAJ
language English
format Article
sources DOAJ
author Mokaedi V. Lekgari
spellingShingle Mokaedi V. Lekgari
Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions
Journal of Probability and Statistics
author_facet Mokaedi V. Lekgari
author_sort Mokaedi V. Lekgari
title Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions
title_short 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_sort subgeometric ergodicity under random-time state-dependent drift conditions
publisher Hindawi Limited
series Journal of Probability and Statistics
issn 1687-952X
1687-9538
publishDate 2014-01-01
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.
url http://dx.doi.org/10.1155/2014/519276
work_keys_str_mv AT mokaedivlekgari subgeometricergodicityunderrandomtimestatedependentdriftconditions
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