Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift ConditionsReportar como inadecuado




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Journal of Probability and Statistics - Volume 2014 2014, Article ID 274535, 5 pages -

Research ArticleSchool of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

Received 21 April 2014; Accepted 15 July 2014; Published 31 August 2014

Academic Editor: Z. D. Bai

Copyright © 2014 Mokaedi V. Lekgari. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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.





Autor: Mokaedi V. Lekgari

Fuente: https://www.hindawi.com/



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