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Teoriya Veroyatnostei i ee Primeneniya, 2005, Volume 50, Issue 2, Pages 371–379
DOI: https://doi.org/10.4213/tvp114 (Mi tvp114) 		 
This article is cited in 18 scientific papers (total in 18 papers)

Short Communications

Estimates of stability for finite homogeneous continuous-time Markov chains

A. Yu. Mitrofanov

Saratov State University named after N. G. Chernyshevsky
Full-text PDF (1083 kB) Citations (18)
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DOI: https://doi.org/10.4213/tvp114
Abstract: This paper obtains new stability estimates on infinite time interval and limit stability estimates for a finite homogeneous continuous-time Markov chain with a unique stationary distribution. The connection between the stability of the Markov chain under perturbation of the generator and the rate of convergence to stationarity is considered. Markov chains with a strongly accessible state are given special attention.
Keywords: continuous-time Markov chain, stability estimates under perturbations, ergodicity coefficient, exponential convergence, spectral gap, strongly accessible state.
Received: 13.11.2001
Revised: 07.10.2004
English version:
Theory of Probability and its Applications, 2006, Volume 50, Issue 2, Pages 319–326
DOI: https://doi.org/10.1137/S0040585X97981718
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. Yu. Mitrofanov, “Estimates of stability for finite homogeneous continuous-time Markov chains”, Teor. Veroyatnost. i Primenen., 50:2 (2005), 371–379; Theory Probab. Appl., 50:2 (2006), 319–326
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v50/i2/p371
    • This publication is cited in the following 18 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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