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Ergodicity, geometric ergodicity and strong ergodicity

Published online by Cambridge University Press:  01 July 2016

Dean Isaacson
Dean Isaacson*
Affiliation:
(Iowa State University)
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Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Information
Advances in Applied Probability , Volume 12 , Issue 2 , June 1980 , pp. 300
Copyright
Copyright © Applied Probability Trust 1980 

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References

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3. Huang, C. C. and Isaacson, D. (1976) Ergodicity using mean visit times. J. London Math. Soc. 14, 570–576.Google Scholar
4. Isaacson, D. and Tweedie, R. L. (1978) Criteria for strong ergodicity of Markov chains. J. Appl. Prob. 15, 87–95.CrossRefGoogle Scholar
5. Kendall, D. G. (1959) Unitary dialations of Markov transition probabilities and the corresponding integral representations for transition probability matrices. In Probability and Statistics, ed. Grenander, U. Almqvist and Wiksell, Stockholm.Google Scholar
6. Popov, N. N. (1977) Conditions for geometric ergodicity of countable Markov chains. Soviet Math. Dokl. 18, 676–679.Google Scholar