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Exponential ergodicity in derived Markov chains

Published online by Cambridge University Press:  14 July 2016

Jozef L. Teugels
Jozef L. Teugels*
Affiliation:
University of Louvain, Belgium
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Extract

A general proposition is proved stating that the exponential ergodicity of a stationary Markov chain is preserved for derived Markov chains as defined by Cohen [2], [3]. An application to a certain type of continuous time Markov chains is included.

Type
Research Papers
Information
Journal of Applied Probability , Volume 5 , Issue 3 , December 1968 , pp. 669 - 678
Copyright
Copyright © Applied Probability Trust 1968 

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References

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