Geometric ergodicity for a class of Markov chains

E. Nummelin; R. L. Tweedie

Annales scientifiques de l'Université de Clermont. Mathématiques (1976)

  • Volume: 61, Issue: 14, page 145-154
  • ISSN: 0249-7042

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Nummelin, E., and Tweedie, R. L.. "Geometric ergodicity for a class of Markov chains." Annales scientifiques de l'Université de Clermont. Mathématiques 61.14 (1976): 145-154. <http://eudml.org/doc/80448>.

@article{Nummelin1976,
author = {Nummelin, E., Tweedie, R. L.},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
language = {eng},
number = {14},
pages = {145-154},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Geometric ergodicity for a class of Markov chains},
url = {http://eudml.org/doc/80448},
volume = {61},
year = {1976},
}

TY - JOUR
AU - Nummelin, E.
AU - Tweedie, R. L.
TI - Geometric ergodicity for a class of Markov chains
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1976
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 61
IS - 14
SP - 145
EP - 154
LA - eng
UR - http://eudml.org/doc/80448
ER -

References

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  1. [1] Chung. K.L.: Markov Chains with Stationary Transition Probabilities. (2nd Ed.) Springer-Verlag, Berlin, 1967. Zbl0146.38401MR217872
  2. [2] Kendall, D.G.: Unitary dilations of Markov transition operators and the corresponding integral representations for transition-probability matrices, pp. 139-161 in U. Grenander (Ed.), Probability and statistics. Stockholm: Almqvist and Wiksell, 1959. Zbl0117.35801MR116389
  3. [3] Miller, H.D.: Geometric ergodicity in a class of denumerable Markov chains. Z. Wahrscheinlichkeitstheorie verw. Geb.4 (1965), 354-373. Zbl0138.11603MR195150
  4. [4] Nummelin, E.: A splitting technique for P-recurrent Markov chains, (submitted). Zbl0364.60104
  5. [5] Nummelin, E. and Tweedie, R.L.: Geometric ergodicity and R-positivity for general Markov chains. (submitted). Zbl0378.60051
  6. [6] Pollard, D.B. and Tweedie, R.L.: R-theory for Markov chains on a topological state space II. Z. Wahrscheinlichkeitstheorie verw. Geb.34 (1976), 269-278. Zbl0319.60039MR431385
  7. [7] Revuz, D.: Markov Chains. North-Holland, Amsterdam, 1975. Zbl0332.60045MR758799
  8. [8] Teugels, J.L.: An example of geometric ergodicity in a finite Markov chain. J. Appl. Prob.9 (1972), 466-469. Zbl0238.60042MR345214
  9. [9] Tweedie, R.L.: R-theory for Markov chains on a general state space I: solidarity properties and R-recurrent chains. Ann. Probability2 (1974), 840-864. Zbl0292.60097MR368151
  10. [10] Tweedie, R.L.: Criteria for classifying general Markov chains. Adv. Appl. Prob.8 (1976) (to appear). Zbl0361.60014MR451409
  11. [11] Vere-Jones, D.: Geometric ergodicity in denumerable Markov chains. Quart . J. Math. (Oxford2nd series) 13 (1962), 7-28. Zbl0104.11805MR141160

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