Strong ergodicity of monotone transition functions
AbstractBy revealing close links among strong ergodicity, monotone, and the Feller-Reuter-Riley (FRR) transition functions, we prove that a monotone ergodic transition function is strongly ergodic if and only if it is not FRR. An easy to check criterion for a Feller minimal monotone chain to be strongly ergodic is then obtained. We further prove that a non-minimal ergodic monotone chain is always strongly ergodic. The applications of our results are illustrated using birth-and-death processes and branching processes.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 55 (2001)
Issue (Month): 1 (November)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Li, Yangrong, 2007. "Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 396-400, February.
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