Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-08-31
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Lekgari, Mokaedi V.. 2014. Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions. Journal of Probability and Statistics،Vol. 2014, no. 2014, pp.1-5.
https://search.emarefa.net/detail/BIM-1042815
Modern Language Association (MLA)
Lekgari, Mokaedi V.. Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions. Journal of Probability and Statistics No. 2014 (2014), pp.1-5.
https://search.emarefa.net/detail/BIM-1042815
American Medical Association (AMA)
Lekgari, Mokaedi V.. Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions. Journal of Probability and Statistics. 2014. Vol. 2014, no. 2014, pp.1-5.
https://search.emarefa.net/detail/BIM-1042815
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1042815
