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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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2014/274535 |
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| _version_ | 1832558505022717952 |
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| author | Mokaedi V. Lekgari |
| author_facet | Mokaedi V. Lekgari |
| author_sort | Mokaedi V. Lekgari |
| collection | DOAJ |
| description | 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-dependent drift conditions for discrete-time Markov chains and transferring them to CTMCs. |
| format | Article |
| id | doaj-art-23a0f4d4908e4c33a0bdb71334d03eae |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-23a0f4d4908e4c33a0bdb71334d03eae2025-02-03T01:32:14ZengWileyJournal of Probability and Statistics1687-952X1687-95382014-01-01201410.1155/2014/274535274535Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift ConditionsMokaedi V. Lekgari0School of Mathematics and Statistics, Wuhan University, Wuhan 430072, ChinaWe 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-dependent drift conditions for discrete-time Markov chains and transferring them to CTMCs.http://dx.doi.org/10.1155/2014/274535 |
| spellingShingle | Mokaedi V. Lekgari Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions Journal of Probability and Statistics |
| title | Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions |
| title_full | Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions |
| title_fullStr | Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions |
| title_full_unstemmed | Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions |
| title_short | Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions |
| title_sort | subgeometric ergodicity analysis of continuous time markov chains under random time state dependent lyapunov drift conditions |
| url | http://dx.doi.org/10.1155/2014/274535 |
| work_keys_str_mv | AT mokaedivlekgari subgeometricergodicityanalysisofcontinuoustimemarkovchainsunderrandomtimestatedependentlyapunovdriftconditions |