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On Rates of Convergence for Markov Chains under Random Time State\n Dependent Drift Criteria

2013/12/15 by Ramiro Zurkowski, Serdar Yüksel, Zurkowski, Ramiro +3
Business, Management and Accounting · Computer Science · Engineering · #37A25 #60j05 #93E03 #Advanced Queuing Theory Analysis #Age of Information Optimization #FOS: Mathematics #Optimization and Control (math.OC) #Petri Nets in System Modeling #Probability (math.PR) #Stability and Control of Uncertain Systems

paper · pdf · doi:10.48550/arxiv.1312.4210

openalex publication_date 2013/12/15 · openalex created_date 2025/10/27 · openalex updated_date 2026/07/28

Abstract

Many applications in networked control require intermittent access of a\ncontroller to a system, as in event-triggered systems or information\nconstrained control applications. Motivated by such applications and extending\nprevious work on Lyapunov-theoretic drift criteria, we establish both\nsubgeometric and geometric rates of convergence for Markov chains under state\ndependent random time drift criteria. We quantify how the rate of ergodicity,\nnature of Lyapunov functions, their drift properties, and the distributions of\nstopping times are related. We finally study an application in networked\ncontrol.\n

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