Conditions for strong ergodicity using intensity matrices

Conditions for strong ergodicity using intensity matrices

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Article ID: iaor1988679
Country: Israel
Volume: 25
Issue: 1
Start Page Number: 34
End Page Number: 42
Publication Date: Mar 1988
Journal: Journal of Applied Probability
Authors: ,
Abstract:

Sufficient conditions for strong ergodicity of discrete-time non-homogeneous Markov chains have been given in several papers. Conditions have been given using the left eigenvectors ψn of Pn(ψnPn=ψn) and also using the limiting behavior of Pn. In this paper the authors consider the analogous results in the case of continuous-time Markov chains were one uses the intensity matrices Q(t) instead of P(s,t). A bound on the rate of convergence of certain strongly ergodic chains is also given.

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