Almost absorbing continuous-time Markov's chains on finite state space

被引：0
|
作者：
Zeifman, Alexander [1 ]
Chegodaev, Alexander [1 ]
Shilova, Galina [1 ]
机构：
[1] Vologda State Pedag Univ, Vologda 1600000, Russia
来源：
INTERNATIONAL CONFERENCE MODELLING OF BUSINESS, INDUSTRIAL AND TRANSPORT SYSTEMS | 2008年
关键词：
continuous-time non-homogeneous Markov's chain; weak ergodicity; bounds;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We consider non-homogeneous continuous-time Markov's chains on finite state space and suppose that the zero state is close to absorbing one. The conditions of weak ergodicity of such chains, the bounds of the rate of convergence to the limit regime, the estimates of zero probability and for the mathematical expectation are obtained.
引用
收藏
页码：213 / 217
页数：5
相关论文
共 50 条
  • [1] ON QUASI-STATIONARY DISTRIBUTIONS IN ABSORBING CONTINUOUS-TIME FINITE MARKOV CHAINS
    DARROCH, JN
    SENETA, E
    [J]. JOURNAL OF APPLIED PROBABILITY, 1967, 4 (01) : 192 - &
  • [2] Perturbation analysis of continuous-time absorbing Markov chains
    Caswell, Hal
    [J]. NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2011, 18 (06) : 901 - 917
  • [3] Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
    Zeifman, A. I.
    Korolev, V. Yu.
    Satin, Ya. A.
    Kiseleva, K. M.
    [J]. STATISTICS & PROBABILITY LETTERS, 2018, 137 : 84 - 90
  • [4] State Space Minimization Preserving Embeddings for Continuous-Time Markov Chains
    Das, Susmoy
    Sharma, Arpit
    [J]. PERFORMANCE ENGINEERING AND STOCHASTIC MODELING, 2021, 13104 : 44 - 61
  • [5] Estimation-Calibration of Continuous-Time Non-Homogeneous Markov Chains with Finite State Space
    Esquivel, Manuel L.
    Krasii, Nadezhda P.
    Guerreiro, Gracinda R.
    [J]. MATHEMATICS, 2024, 12 (05)
  • [6] Lyapunov-Type Criteria of Absorbing Continuous-Time Markov Chains
    Zhu, Shiyong
    Li, Yuanyuan
    Cao, Jinde
    Dimirovski, Georgi M.
    Lu, Jianquan
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2024, 69 (04) : 2422 - 2428
  • [7] Simulation of population dynamics using continuous-time finite-state Markov chains
    Yin, KK
    Yang, HC
    Daoutidis, P
    Yin, GG
    [J]. COMPUTERS & CHEMICAL ENGINEERING, 2003, 27 (02) : 235 - 249
  • [8] NOTE ON FINITE HOMOGENEOUS CONTINUOUS-TIME MARKOV-CHAINS
    TAVARE, S
    [J]. BIOMETRICS, 1979, 35 (04) : 831 - 834
  • [9] On certain average characteristics of finite continuous-time Markov chains
    Satin Y.A.
    Zeifman A.I.
    [J]. Journal of Mathematical Sciences, 2015, 205 (1) : 100 - 104
  • [10] Stability estimates for finite homogeneous continuous-time Markov chains
    Mitrophanov, A. Yu.
    [J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2006, 50 (02) : 319 - 326
12345