Maximal Coupling Procedure and Stability of Continuous-Time Markov Chains

Abstract

In this study we first investigate the stability of subsampled discrete Markov chains through the use of the maximal coupling procedure. This is an extension of the available results on Markov chains and is realized through the analysis of the subsampled chain , where is an increasing sequence of random stopping times. Then the similar results are realized for the stability of countable-state Continuous-time Markov processes by employing the skeleton-chain method.