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Subgeometric ergodicity for continuous-time Markov chains |
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| Authors: | Yuanyuan Liu Hanjun Zhang |
| Institution: | a School of Mathematics, Railway Campus, Central South University, Changsha, Hunan, 410075, PR China b School of Mathematics and Computational Science, Xiangtan University, Xiangtan, 411105, PR China c School of Mathematics and Statistics, Carleton University, Ottawa, Ontario, K1S 5B6 Canada |
| Abstract: | In this paper, subgeometric ergodicity is investigated for continuous-time Markov chains. Several equivalent conditions, based on the first hitting time or the drift function, are derived as the main theorem. In its corollaries, practical drift criteria are given for ?-ergodicity and computable bounds on subgeometric convergence rates are obtained for stochastically monotone Markov chains. These results are illustrated by examples. |
| Keywords: | Subgeometric ergodicity Convergence rate Markov chains |
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