Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions

Mokaedi V. Lekgari

Journal of Probability and Statistics, 2014, vol. 2014, 1-5

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.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:274535

DOI: 10.1155/2014/274535

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