On ergodicity of some Markov processes
نویسندگان
چکیده
منابع مشابه
Ergodicity of Strong Markov Processes
We derive sufficient conditions for subgeometric f -ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial f -ergodicity in terms of a drift condition on the generator. Applications to specific processes are considered, including Langevin tempered diffusions on R...
متن کاملOn $L_1$-weak ergodicity of nonhomogeneous continuous-time Markov processes
In the present paper we investigate the $L_1$-weak ergodicity of nonhomogeneous continuous-time Markov processes with general state spaces. We provide a necessary and sufficient condition for such processes to satisfy the $L_1$-weak ergodicity. Moreover, we apply the obtained results to establish $L_1$-weak ergodicity of quadratic stochastic processes.
متن کاملQuasi-stationarity and quasi-ergodicity of General Markov Processes
In this paper we give some general, but easy-to-check, conditions guaranteeing the quasistationarity and quasi-ergodicity of Markov processes. We also present several classes of Markov processes satisfying our conditions. AMS 2010 Mathematics Subject Classification: Primary 60F25, 60J25G20; Secondary 60J35, 60J75
متن کاملErgodicity of Markov channels
A Markov channel is a discrete information channel that includes as special cases the finite state channels and finite state codes of information theory. Kieffer and Rahe proved that one-sided and two-sided Markov channels have the following property: If the input source to a Markov channel is asymptotically mean stationary (AMS), then so is the resulting input-output process and hence the ergo...
متن کاملON THE INFINITE ORDER MARKOV PROCESSES
The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2010
ISSN: 0091-1798
DOI: 10.1214/09-aop513