Eigentime identity for asymmetric finite Markov chains
Eigentime identity for asymmetric finite Markov chains
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DOI：
10.1007/s11464-010-0067-8
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发表时间：
2010-07
影响因子：
--
通讯作者：
Hao Cui;Y. Mao
中科院分区：
文献类型：
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作者：
Hao Cui;Y. Mao
Let (Xt) t 李 0 be an ergodic continuous-time Markov chain on a denumerable state space E with transition probability matrix P (t)=(pij (t)) and Q-matrix Q=(qij). Refer to [3, 5, 6, 9] for more knowledge about Markov chains. Let π=(πj> 0: j∈ E) be the stationary distribution, and let τj= inf {t⩾ 0: Xt= j} be the hitting time of j. Define