Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions

We investigate random-time state-dependent Foster-Lyapunov analysis on subgeometric rate ergodicity of continuous-time Markov chains (CTMCs). We are mainly concerned with making use of the available results on deterministic state-dependent drift conditions for CTMCs and on random-time state-dependen...

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Bibliographic Details
Main Author: Mokaedi V. Lekgari
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2014/274535
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