English

Non-(strong, geometrically) ergodicity criteria for discrete time Markov chains on general state

Probability 2025-12-29 v2

Abstract

For discrete-time Markov chains on general state spaces, we establish criteria for non-ergodicity and non-strong ergodicity, and derive sufficient conditions for non-geometric ergodicity via the theory of minimal nonnegative solutions. Our criteria are formulated based on the existence of solutions to inequalities involving the chain's one-step transition kernel. Meanwhile, these practical criteria are applied to a type of examples, which can effectively characterize the non-ergodicity and non-strong ergodicity of a specific class of single birth (death) processes.

Keywords

Cite

@article{arxiv.2503.18046,
  title  = {Non-(strong, geometrically) ergodicity criteria for discrete time Markov chains on general state},
  author = {Ling-Di Wang and Yu Chen and Yu-Hui Zhang},
  journal= {arXiv preprint arXiv:2503.18046},
  year   = {2025}
}

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27 pages