Criteria for strong ergodicity of Markov chains-Reference-Cited by-同舟云学术

Criteria for strong ergodicity of Markov chains

Published:1978-03 Issue:1 Volume:15 Page:87-95
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Isaacson Dean,Tweedie Richard L.

Abstract

For finite Markov chains, the concepts of ergodicity and strong ergodicity are equivalent, but this is not necessarily the case when the state space is infinite. In this note we give some new characterizations of strong ergodicity. These lead to simple necessary or sufficient criteria for strong ergodicity, which readily enable us to classify a number of examples.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference12 articles.

1. The robustness of positive recurrence and recurrence of Markov chains under perturbations of the transition probabilities

2. Hitting times of Markov chains, with application to state-dependent queues

3. Central Limit Theorem for Nonstationary Markov Chains. I

4. Uniform coupling of non-homogeneous Markov chains

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