Strong ergodicity of monotone transition functions

Hanjun Zhang, Anyue Chen, Xiang Lin and Zhenting Hou

Statistics & Probability Letters, 2001, vol. 55, issue 1, 63-69

Abstract: By revealing close links among strong ergodicity, monotone, and the Feller-Reuter-Riley (FRR) transition functions, we prove that a monotone ergodic transition function is strongly ergodic if and only if it is not FRR. An easy to check criterion for a Feller minimal monotone chain to be strongly ergodic is then obtained. We further prove that a non-minimal ergodic monotone chain is always strongly ergodic. The applications of our results are illustrated using birth-and-death processes and branching processes.

Keywords: Feller; minimal; transition; functions; Monotone; transition; functions; Feller-Reuter-Riley; transition; functions; Feller-Reuter-Riley; q-matrices; Ordinary; ergodicity; Strong; ergodicity; Zero-entrance (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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