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Ergodicity of Markov Semigroups with Hörmander type generators in Infinite Dimensions
Ergodicity of Markov Semigroups Hö rmander type generators Infinite Dimensions
2011/1/17
We develop an effective strategy for proving strong ergodicity of (nonsymmetric)Markov semigroups associated to H¨ormander type generators when the underlying configuration space is infinite dimension...
Ergodicity of Quasi-birth and death processes (I)
ergodicity quasi-birth and death process Markov chain matrix geometric solutions
2007/12/11
Quasi-birth and death processes with block tridiagonal matrices find many applications in various areas. Neuts gave the necessary and sufficient conditions for the ordinary ergodicity and found an exp...