Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions. (31st August 2014)

• Record Type: Journal Article
• Authors: Lekgari, Mokaedi V.
• Other Names: Bai Z. D. Academic Editor.
• Is Part Of: Journal of probability and statistics. Volume 2014(2014)
• Publication Date: 2014-08-31
• Subjects: Probabilities -- Periodicals; Mathematical statistics -- Periodicals; Mathematical statistics; Probabilities; Periodicals; 519
• DOI: 10.1155/2014/274535
• Languages: English
• ISSNs: 1687-952X

Abstract

Abstract : 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.