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Some sufficient conditions for non-ergodicity of markov chains

Published online by Cambridge University Press:  14 July 2016

Wojciech Szpankowski
Wojciech Szpankowski*
Affiliation:
McGill University
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Abstract

Some sufficient conditions for non-ergodicity are given for a Markov chain with denumerable state space. These conditions generalize Foster's results, in that unbounded Lyapunov functions are considered. Our criteria directly extend the conditions obtained in Kaplan (1979), in the sense that a class of Lyapunov functions is studied. Applications are presented through some examples; in particular, sufficient conditions for non-ergodicity of a multidimensional Markov chain are given.

Keywords

LYAPUNOV FUNCTIONS
Type
Research Papers
Information
Journal of Applied Probability , Volume 22 , Issue 1 , March 1985 , pp. 138 - 147
Copyright
Copyright © Applied Probability Trust 1985 

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