Résumé
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.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 4176-4193 |
| Nombre de pages | 18 |
| journal | Stochastic Processes and their Applications |
| Volume | 119 |
| Numéro de publication | 12 |
| Les DOIs | |
| état | Publié - 1 déc. 2009 |
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