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A Certain Class of Foster-Lyapunov Functions and Ergodic Properties for Markov Models

Marina Tsygan (Institutionen för matematik)
Göteborg : Chalmers University of Technology, 1994. ISBN: 91-7197-045-2.

Let be a homogeneous Markov chain with state space , and let be the root of the equation and define . Using or close modifications of as test function in Foster's criteria, conditions for recurrence / geometrically recurrence / transience / ergodicity / null recurrence are developed. Analogous results are obtained for the chains on as well as for continuous time.

As applications, the state-dependent branching processes, allowing immigration at zero, and Ito processes are considered.

Denna post skapades 2006-08-25. Senast ändrad 2013-09-25.
CPL Pubid: 1296


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Institutionen för matematik (1987-2001)



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