On strong ergodicity for nonhomogeneous continuous-time Markov chains (Q1327551)
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scientific article; zbMATH DE number 590989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On strong ergodicity for nonhomogeneous continuous-time Markov chains |
scientific article; zbMATH DE number 590989 |
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On strong ergodicity for nonhomogeneous continuous-time Markov chains (English)
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12 July 1994
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There are considered continuous-time Markov processes \(X(t)\), \(t>0\), and \(\overline{X}(t)\), \(t>0\), with countable state space. Assuming defined ergodicity properties of \(\overline{X}\) and using stability theorems of solutions of linear differential equations in \(l_ 1\)-space, the ergodicity properties of \(X\) are derived, when the intensity matrices for \(X\) and \(\overline{X}\) are close. Sharp estimates of the rates of convergence to the limit regimes are also obtained. Applications for some classes of birth and death processes are close.
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countable state space
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stability theorems
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ergodicity properties
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rates of convergence
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birth and death processes
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