Ergodic potential

DOI10.1016/0304-4149(78)90050-9zbMath0385.60062OpenAlexW4213086335MaRDI QIDQ1249383

Ryszard Syski

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90050-9

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45)

Related Items (11)

On resistance distance of Markov chain and its sum rules ⋮ On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival ⋮ ANALYSIS OF MARKOV-MODULATED INFINITE-SERVER QUEUES IN THE CENTRAL-LIMIT REGIME ⋮ Why is Kemeny’s constant a constant? ⋮ Unnamed Item ⋮ Hitting time and mixing time bounds of Stein's factors ⋮ Strong stability and perturbation bounds for discrete Markov chains ⋮ The eigentime identity for continuous-time ergodic Markov chains ⋮ New perturbation bounds for denumerable Markov chains ⋮ Ergodic degrees for continuous-time Markov chains ⋮ Markov-modulated Ornstein–Uhlenbeck processes

Cites Work

• On boundaries and lateral conditions for the Kolmogorov differential equations
• Perturbation models
• Markov chain models - rarity and exponentiality
• Compensation measures in the theory of Markov chains
• On exponential ergodicity and spectral structure for birth-death processes. II
• The Exponential Decay of Markov Transition Probabilities
• Ergodic Properties of Continuous-Time Markov Processes and Their Discrete Skeletons
• Exponential ergodicity in Markov renewal processes
• A process with chain dependent growth rate
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