Hostname: page-component-f554764f5-68cz6 Total loading time: 0 Render date: 2025-04-12T05:41:03.483Z Has data issue: false hasContentIssue false
  • English
  • Français

An example on geometric ergodicity of a finite Markov chain

Published online by Cambridge University Press:  14 July 2016

Jozef L. Teugels
Jozef L. Teugels*
Affiliation:
Catholic University of Louvain, Belgium
Get access Rights & Permissions [Opens in a new window]

Abstract

A discrete time Markov chain with (n + 1) states is constructed in which there are n states having different decay parameters for geometric ergodicity.

Keywords

MARKOV CHAINSTOCHASTIC MATRIXDOUBLY STOCHASTICFINITE CHAINEIGENVALUEGEOMETRIC ERGODICITYDECAY PARAMETER
Type
Short Communications
Information
Journal of Applied Probability , Volume 9 , Issue 2 , June 1972 , pp. 466 - 469
Copyright
Copyright © Applied Probability Trust 1972 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

[1] Gantmacher, F. R. (1958) Matrizenrechnung. VEB Deutscher Verlag Wiss., Berlin.Google Scholar
[2] Kendall, D. G. (1959) Unitary dilations of Markov transition operators and the corresponding integral representations for transition-probability matrices. Probability and Statistics. Ed. by Grenander, U. Wiley, New York. 139–161.Google Scholar
[3] Vere-Jones, D. (1962) Geometric ergodicity in denumerable Markov chains. Quart. J. Math. 13, 7–28.CrossRefGoogle Scholar