Ergodic degrees for continuous-time Markov chains
Ergodic degrees for continuous-time Markov chains
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DOI：
10.1360/02ys0306
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发表时间：
2004-03
期刊：
影响因子：
--
通讯作者：
Y. Mao
中科院分区：
文献类型：
--
作者：
Y. Mao
本文利用命中次数的矩，研究了连续时间马尔可夫链高阶偏差矩阵的存在性。得到了过渡矩阵到平稳测度的多项式收敛速率的估计。最后，给出了生灭过程的显式公式。
This paper studies the existence of the higher orders deviation matrices for continuous time Markov chains by the moments for the hitting times. An estimate of the polynomial convergence rates for the transition matrix to the stationary measure is obtained. Finally, the explicit formulas for birth-death processes are presented.