Hostname: page-component-78c5997874-4rdpn Total loading time: 0 Render date: 2024-11-10T21:25:29.088Z Has data issue: false hasContentIssue false

Ergodicity, geometric ergodicity and strong ergodicity

Published online by Cambridge University Press:  01 July 2016

Dean Isaacson*
Affiliation:
(Iowa State University)

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Copyright
Copyright © Applied Probability Trust 1980 

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.)

References

1. Foster, F. G. (1953) On the stochastic matrices associated with certain queueing processes. Ann. Math. Statist. 24, 355360.Google Scholar
2. Griffeath, D. (1975) Uniform coupling of non-homogeneous Markov chains. J. Appl. Prob. 12, 753762.CrossRefGoogle Scholar
3. Huang, C. C. and Isaacson, D. (1976) Ergodicity using mean visit times. J. London Math. Soc. 14, 570576.Google Scholar
4. Isaacson, D. and Tweedie, R. L. (1978) Criteria for strong ergodicity of Markov chains. J. Appl. Prob. 15, 8795.CrossRefGoogle Scholar
5. Kendall, D. G. (1959) Unitary dialations of Markov transition probabilities and the corresponding integral representations for transition probability matrices. In Probability and Statistics, ed. Grenander, U. Almqvist and Wiksell, Stockholm.Google Scholar
6. Popov, N. N. (1977) Conditions for geometric ergodicity of countable Markov chains. Soviet Math. Dokl. 18, 676679.Google Scholar