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Problemy Peredachi Informatsii, 2011, Volume 47, Issue 3, Pages 19–38 (Mi ppi2052)  
This article is cited in 9 scientific papers (total in 9 papers)

Large Systems

Method of Lyapunov functions for analysis of absorption and explosion in Markov chains

P.-L. Chowa, R. Z. Khasminskiiab

a Wayne State University, Detroit, USA
b Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow
Full-text PDF (261 kB) Citations (9)
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Abstract: The main goal of this paper is to derive some sufficient conditions for testing the absorption, explosion, and nonexplosion of time-inhomogeneous Markov chains with a countable state space. The method of Lyapunov functions is used for this purpose. Several theorems concerned with such sufficient conditions are proved for a general class of Markov chains. Then they are applied to some problems in time-inhomogeneous birth-death processes and branching processes.
Received: 05.03.2011
English version:
Problems of Information Transmission, 2011, Volume 47, Issue 3, Pages 232–250
DOI: https://doi.org/10.1134/S0032946011030033
Bibliographic databases:
Document Type: Article
UDC: 621.391.1+519.2
Language: Russian
Citation: P.-L. Chow, R. Z. Khasminskii, “Method of Lyapunov functions for analysis of absorption and explosion in Markov chains”, Probl. Peredachi Inf., 47:3 (2011), 19–38; Problems Inform. Transmission, 47:3 (2011), 232–250
Citation in format AMSBIB
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\pages 19--38
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    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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    References:58
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