Integral-type functionals of first hitting times for continuous-time Markov chains
Integral-type functionals of first hitting times for continuous-time Markov chains
复制标题
连续时间马尔可夫链首次命中时间的积分型泛函
DOI：
10.1007/s11464-018-0700-5
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发表时间：
2018
影响因子：
--
通讯作者：
Song Yanhong
中科院分区：
文献类型：
--
作者：
Liu Yuanyuan;Song Yanhong
研究了连续时间马氏链首中时的积分型泛函。得到了计算或界定积分型泛函的递推公式和漂移条件。建立了次指数积分型泛函与次指数遍历性之间的联系。此外，这些结果被应用到生灭过程。研究了多项式积分型泛函和多项式遍历性，给出了中心极限定理的一个充分判据。
We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The connection between the subexponential integral-type functionals and the subexponential ergodicity is established. Moreover, these results are applied to the birth-death processes. Polynomial integral-type functionals and polynomial ergodicity are studied, and a sufficient criterion for a central limit theorem is also presented.