General drift 条件 for algebraic ergodicity of discrete-time Markov chains
The classical drift 条件 for the stochastic stability of discrete-time Markov chains solely involve the one-step transition kernel, and the test functions are dependent only on one state of Markov chains. However, for the stochastic stability of some complex high-dimensional models, it may be impractical to analyse one-step drift 条件. In this paper, we consider three types of more general drift 条件 for algebraic ergodicity of discrete-time Markov chains on general state spaces, including fixed state-dependent time 条件, random state-dependent time 条件, and stopping time 条件. As an application, we study algebraic ergodicity for invasion/defense models.
Authors
- Yanhong Song
- Yong Chen
Publication Details
- Journal
- Scientia Sinica Mathematica
- Published
- 2025-02-20
- DOI
- https://doi.org/10.1360/ssm-2024-0267
- Primary Topic
- Markov Chains and Monte Carlo Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00