State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains

Details State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains

2009-01-16

arxiv.org/abs/0901.2453v2

Mathematics

Probability

20 pages, LaTeX: paper reduced in length

Scientific paper

We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster-Lyapunov condition. We present sufficient criteria for such a drift condition to exist, and use these to partially answer a question posed by Connor & Kendall (2007) concerning the existence of so-called 'tame' Markov chains. Furthermore, we show that our 'subsampled drift condition' implies the existence of finite moments for the return time to a small set.

Affiliated with

Also associated with

No associations

Rating

State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-127343