CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(3) 225-237 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Ergodicity
Q-process
Markovian switching
Foster-Lyapunov inequality
coupling.
Authors
Xi Fubao
PubMed
Article by

Ergodicity for Q-Processes with Markovian Switching

Xi Fubao

Department of Mathematics,Beijing Institute of Technology

Abstract��

Exponential ergodicity and strong ergodicity for a form of Q-processes with Markovian switching are considered by virtue of the Foster-Lyapunov inequality and the coupling methods respectively. Meanwhile, some couplings of this form of Q-processes with Markovian switching are constructed, and a coupling is proved to be successful.

Keywords�� Ergodicity   Q-process   Markovian switching   Foster-Lyapunov inequality   coupling.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Xi Fubao
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