Quasi-ergodicity for non-homogeneous continuous-time Markov chains

Quasi-ergodicity for non-homogeneous continuous-time Markov chains

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Article ID: iaor1990627
Country: Israel
Volume: 26
Issue: 3
Start Page Number: 1
End Page Number: 7
Publication Date: Sep 1989
Journal: Journal of Applied Probability
Authors:
Abstract:

The paper considers a non-homogeneous continuous-time Markov chain X(t) with countable state space. Definitions of uniform and strong quasi-ergodicity are introduced. The forward Kolmogorov system for X(t) is considered as a differential equation in the space of sequences l1. Sufficient conditions for uniform quasi-ergodicity are deduced from this equation. The paper considers conditions of uniform and strong ergodicity in the case of proportional intensities.

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