Characterization and sufficient conditions for normed ergodicity of markov chains

Citation
A. Borovkov, A. et A. Hordijk,, Characterization and sufficient conditions for normed ergodicity of markov chains, Advances in applied probability , 36(1), 2004, pp. 227-242
ISSN journal
00018678
Volume
36
Issue
1
Year of publication
2004
Pages
227 - 242
Database
ACNP
SICI code
Abstract
Normed ergodicity is a type of strong ergodicity for which convergence of the nth step transition operator to the stationary operator holds in the operator norm. We derive a new characterization of normed ergodicity and we clarify its relation with exponential ergodicity. The existence of a Lyapunov function together with two conditions on the uniform integrability of the increments of the Markov chain is shown to be a sufficient condition for normed ergodicity. Conversely, the sufficient conditions are also almost necessary.