D. Down, S.P. Meyn, R.L. Tweedie  Home/Search
Context Related
| uiuc.edu/~meyn/dmt.PS uiuc.edu/~meyn/pages/dmt.PS Cached: PS.gz PS PDF This document uses CoBlitz to cache paper downloads. If your firewall is blocking outgoing connections to port 3125, you can use these links to download local copies.
Image Update HelpPS.gz PS PDF From: uiuc.edu/~meyn/publist (more) (Enter author homepages) |
Rate this article:      (best)Comment on this article |
Abstract: Geometric convergence of Markov chains in discrete time on a general state has been studied in detail in [15]. Here we develop a similar theory for '-irreducible continuous time processes, and consider the following types of criteria for geometric convergence: (a) the existence of exponentially bounded hitting times on one and then all suitably "small" sets; (b) the existence of "Foster-Lyapunov" or "drift" conditions for any one and then all skeleton and resolvent chains; (c) the existence of... (Update)
Cited by: More
Steady State Analysis of Balanced-Allocation Routing - Aris Anagnostopoulos Ioannis (2005) (Correct)
Large Deviations Asymptotics and the Spectral Theory of .. - Kontoyiannis Meyn.. (2003) (Correct)
In Search of Sensitivity in Network Optimization - Chen, Pandit, Meyn (2003) (Correct)
Active bibliography (related documents): More All
3.6: Exponential and Uniform Ergodicity of Markov Processes - Down, Meyn, Tweedie (1995) (Correct)
1.5: A Survey of Foster-Lyapunov Techniques for General State Space .. - Meyn, Tweedie (1993) (Correct)
1.0: Stability and instability of continuous time Markov processes - Stramer, Tweedie (1994) (Correct)
Similar documents based on text: More All
0.4: Lifetimes for Semi-Markov Stochastic Systems - Silvestrov (2002) (Correct)
0.3: Generalized Resolvents and Harris Recurrence - Of Markov Processes (Correct)
0.3: Practical Drift Conditions for Subgeometric Rates of.. - Douc, Fort, Moulines.. (Correct)
Related documents from co-citation: More All
8: Markov Chains and Stochastic Stability - Meyn, Tweedie - 1993
7: Stability of Markovian processes III: Foster-Lyapunov criteria for continuous ti.. (context) - Meyn, Tweedie - 1993
5: Sequencing and routing in multiclass queueing networks - Meyn - 2000
BibTeX entry: (Update)
D. Down, S. P. Meyn, and R. L. Tweedie. Exponential and uniform ergodicity of Markov processes. Ann. Probab., 23:1671--1691, 1995. http://citeseer.ist.psu.edu/article/down95exponential.html More
@misc{ down95exponential,
author = "D. Down and S. Meyn and R. Tweedie",
title = "Exponential and uniform ergodicity of Markov processes",
text = "D. Down, S. P. Meyn, and R. L. Tweedie. Exponential and uniform ergodicity
of Markov processes. Ann. Probab., 23:1671--1691, 1995.",
year = "1995",
url = "citeseer.ist.psu.edu/article/down95exponential.html" }
Citations (may not include all citations):366 Markov Chains and Stochastic Stability - Meyn, Tweedie - 1993
192 Markov Processes : Characterization and Convergence (context) - Ethier, Kurtz - 1986
58 Stochastic Flows and Stochastic Differential Equations (context) - Kunita - 1990
39 General Theory of Markov Processes (context) - Sharpe - 1988
35 Stability of generalized Jackson networks (context) - Meyn, Down - 1994
34 Markov processes and potential theory (context) - Blumenthal, Getoor - 1968
31 Chapman and Hall (context) - Davis, Optimization - 1993
30 Stability of Markovian processes III: Foster-Lyapunov criter.. (context) - Meyn, Tweedie - 1993
25 Stability of Markovian processes II: Continuous time process.. (context) - Meyn, Tweedie - 1993
18 Stochastic Stability of Differential Equations (context) - Khas'minskii - 1980
17 North-Holland (context) - Revuz - 1984
16 Generalized resolvents and Harris recurrence of Markov proce.. (context) - Meyn, Tweedie - 1993
14 Probability Theory II (context) - Loeve - 1978
13 Recurrence and invariant measures for degenerate diffusions (context) - Kliemann - 1987
10 Regenerative closed queueing networks (context) - Kaspi, Mandelbaum - 1992
8 On ergodicity and recurrence properties of a Markov chain wi.. (context) - Hordijk, Spieksma - 1992
8 Stability of acyclic multiclass queueing networks (context) - Down, Meyn - 1994
6 The recurrence structure of general Markov processes (context) - Tuominen, Tweedie - 1979
6 Topological conditions enabling use of Harris methods in dis.. - Tweedie - 1994
5 Exponential decay and ergodicity of general Markov processes.. (context) - Tuominen, Tweedie - 1979
5 Existence and stability of continuous time threshold ARMA mo.. - Stramer, Tweedie et al. - 1993
4 State-dependent criteria for convergence of Markov chains (context) - Meyn, Tweedie - 1994
4 Potentiel Markovien r'ecurrent des chaines de Harris (context) - Neveu - 1972
3 Stability of queueing networks (context) - Down - 1994
3 exponential ergodicity and strong ergodicity of Markov proce.. (context) - Tweedie, ergodicity - 1981
3 Asymptotic behavior of stochastic systems processing Markovi.. (context) - Meyn, Caines - 1991
2 Ergodicit'e des syst'emes stochastiques polynomiaux en temps.. (context) - Mokkadem - 1988
1 Sur un mod'ele autor'egressif non lin'eair: ergodicit'e et e.. (context) - Mokkadem - 1987
The graph only includes citing articles where the year of publication is known.
Documents on the same site (http://black.csl.uiuc.edu/~meyn/publist.html): More
A Lyapunov Bound for Solutions of Poisson's Equation - Glynn, Meyn (1996) (Correct)
Value Iteration and Optimization of Multiclass Queueing Networks - Chen, Meyn (1997) (Correct)
Algorithms for Optimization and Stabilization of Controlled Markov .. - Meyn (Correct)
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC