Abstract
We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster-Lyapunov condition. We present sufficient criteria for such a drift condition to exist, and use these to partially answer a question posed in Connor and Kendall (2007) [2] concerning the existence of so-called 'tame' Markov chains. Furthermore, we show that our 'subsampled drift condition' implies the existence of finite moments for the return time to a small set.
| Original language | English |
|---|---|
| Pages (from-to) | 4176-4193 |
| Number of pages | 18 |
| Journal | Stochastic Processes and their Applications |
| Volume | 119 |
| Issue number | 12 |
| DOIs | |
| Publication status | Published - 1 Dec 2009 |
Keywords
- Foster-Lyapunov functions
- Markov chains
- Networks of queues
- Regularity
- State-dependent drift conditions
- Tame chains