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This article is cited in 1 scientific paper (total in 1 paper)
Convergence Parameter Associated with a Markov Chain and a Family of Functions
M. G. Shur Moscow State Institute of Electronics and Mathematics (Technical University)
Abstract:
The proposed definition of convergence parameter $R(W)$ corresponding to a Markov chain $X$ with a measurable state space $(E,\mathscr B)$ and any nonempty set $W$ of bounded below measurable functions $f\colon E\to\mathbb R$ is wider than the well-known definition of convergence parameter $R$ in the sense of Tweedie or Nummelin. Very often, $R(W)<\infty$, and there exists a set playing the role of the absorbing set in Nummelin's definition of $R$. Special attention is paid to the case in which $E$ is locally compact, $X$ is a Feller chain on $E$, and $W$ coincides with the family $\mathscr C_0^+$ of all compactly supported continuous functions $f\ge 0$ ($f\not\equiv 0$). In particular, certain conditions for $R(\mathscr C_0^+)^{-1}$ to coincide with the norm of an appropriate modification of the chain transition operator are found.
Keywords:
convergence parameter, Markov chain, absorbing set, locally compact set, random walk, irreducible chains, Feller chain, measurable state space.
Received: 04.04.2008
Citation:
M. G. Shur, “Convergence Parameter Associated with a Markov Chain and a Family of Functions”, Mat. Zametki, 87:2 (2010), 294–304; Math. Notes, 87:2 (2010), 271–280
Linking options:
https://www.mathnet.ru/eng/mzm4735https://doi.org/10.4213/mzm4735 https://www.mathnet.ru/eng/mzm/v87/i2/p294
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Abstract page: | 518 | Full-text PDF : | 196 | References: | 65 | First page: | 7 |
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