The Moments of Exponential for Markov Chains on General State Space
QU Con · Journal of Sichuan Normal University · 2015
In this paper,we research the moments of exponential for Markov chains on general state space. By using the theory of minimal nonnegative solutions,it is proved that the minimal nonnegative solutions to the corresponding equation are the exponential moments of Markov chains. As an application,the equivalence between the exponential moments of Markov chains and drift condition is proved.