On strong ergodicity for nonhomogeneous continuous-time Markov chains

DOI10.1016/0304-4149(94)90123-6zbMath0802.60069OpenAlexW1986591337MaRDI QIDQ1327551

Dean L. Isaacson, Alexander I. Zejfman

Publication date: 12 July 1994

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90123-6

zbMATH Keywords

birth and death processesrates of convergencestability theoremscountable state spaceergodicity properties

Mathematics Subject Classification ID

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

Related Items (19)

On \(L_1\)-weak ergodicity of nonhomogeneous discrete Markov processes and its applications ⋮ On the nonstationary Erlang loss model ⋮ Stability and exponential convergence of continuous-time Markov chains ⋮ Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base ⋮ On a class of birth-death processes with time-varying intensity functions ⋮ Limiting characteristics of queueing systems with vanishing perturbations ⋮ Weak ergodicity of nonhomogeneous Markov chains on noncommutative \(L^1\)-spaces ⋮ On the Ergodicity of Slow-Varying Nonstationary Markov Chains ⋮ Perturbation Bounds forM_t/M_t/NQueue with Catastrophes ⋮ On perturbation bounds for continuous-time Markov chains ⋮ On the ergodicity of some continuous-time Markov processes ⋮ The Dobrushin ergodicity coefficient and the ergodicity of noncommutative Markov chains ⋮ Stability of regime-switching processes under perturbation of transition rate matrices ⋮ Sensitivity of hidden Markov models ⋮ Stability of birth-and-death processes ⋮ Generalized Dobrushin ergodicity coefficient and ergodicities of non-homogeneous Markov chains ⋮ On the weak ergodicity of nonhomogeneous continuous-time Markov chains ⋮ Nonstationary Markovian queues ⋮ Uniform stability and weak ergodicity of nonhomogeneous Markov chains defined on ordered Banach spaces with a base

Cites Work

• On the largest negative eigenvalue of the infinitesimal generator associated with M/M/n/n queues
• Proportional intensities and strong ergodicity for Markov processes
• Conditions for strong ergodicity using intensity matrices
• Some estimates of the rate of convergence for birth and death processes
• [1]
• Uniform coupling of non-homogeneous Markov chains
• Quasi-ergodicity for non-homogeneous continuous-time Markov chains
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