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V-Uniform Ergodicity

  • Sean P. Meyn
  • Richard L. Tweedie
Chapter
  • 603 Downloads
Part of the Communications and Control Engineering Series book series (CCE)

Abstract

In this chapter we introduce the culminating form of the geometric ergodicity theorem, and show that such convergence can be viewed as geometric convergence of an operator norm; simultaneously, we show that the classical concept of uniform (or strong) ergodicity, where the convergence in (13.4) is bounded independently of the starting point, becomes a special case of this operator norm convergence.

Keywords

Markov Chain Service Time Distribution Increment Analysis Total Variation Norm Drift Condition 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag London Limited 1993

Authors and Affiliations

  • Sean P. Meyn
    • 1
  • Richard L. Tweedie
    • 2
  1. 1.Coordinated Science Laboratory and the Department of Electrical and Computer EngineeringUniversity of IllinoisUrbanaUSA
  2. 2.Department of StatisticsColorado State UniversityFort CollinsUSA

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