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Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes

Published online by Cambridge University Press:  14 July 2016

R. L. Tweedie
R. L. Tweedie*
Affiliation:
CSIRO Division of Mathematics and Statistics, Melbourne
*
∗Postal address: CSIRO Division of Mathematics and Statistics, P.O. Box 310, South Melbourne, Victoria 3205, Australia.
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Abstract

For regular Markov processes on a countable space, we provide criteria for the forms of ergodicity in the title in terms of the existence of solutions to inequalities involving the Q-matrix of the process. An application to birth-death processes is given.

Keywords

Q-MATRIX INEQUALITIESJUMP-CHAINGEOMETRIC ERGODICITYHITTING TIMESBIRTH-DEATH PROCESSES
Type
Research Papers
Information
Journal of Applied Probability , Volume 18 , Issue 1 , March 1981 , pp. 122 - 130
Copyright
Copyright © Applied Probability Trust 

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