A Certain Class of Foster-Lyapunov Functions and Ergodic Properties for Markov Models
Doktorsavhandling, 1994

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.

Författare

Marina Tsygan

Institutionen för matematik

Göteborgs universitet

Ämneskategorier

Matematik

ISBN

91-7197-045-2

Doktorsavhandlingar vid Chalmers tekniska högskola. Ny serie: 1061