Continuous-time, constant causative Markov chains

DOI10.1016/0304-4149(87)90057-3zbMath0636.60076OpenAlexW2065184129MaRDI QIDQ1098175

Jean T. Johnson

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90057-3

zbMATH Keywords

constant causative Markov chainintensity matricesirreducibility and ergodicitylong-run properties

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Nonhomogeneous, continuous-time Markov chains defined by series of proportional intensity matrices

Cites Work

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• The convergence of Markov chains with nonstationary transition probabilities and constant causative matrix
• Proportional intensities and strong ergodicity for Markov processes
• Conditions for strong ergodicity using intensity matrices
• Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes
• Uniform coupling of non-homogeneous Markov chains
• The rate of convergence of certain nonhomogeneous Markov chains
• Strong ergodicity for continuous-time Markov chains
• A Matrix Approach to Nonstationary Chains

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