ON STRONG ERGODICITY FOR NONHOMOGENEOUS CONTINUOUS-TIME MARKOV-CHAINS

Authors
ZEIFMAN AI ISAACSON DL
Citation
Ai. Zeifman et Dl. Isaacson, ON STRONG ERGODICITY FOR NONHOMOGENEOUS CONTINUOUS-TIME MARKOV-CHAINS, Stochastic processes and their applications, 50(2), 1994, pp. 263-273
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
50
Issue
2
Year of publication
1994
Pages
263 - 273
Database
ISI
SICI code
0304-4149(1994)50:2<263:OSEFNC>2.0.ZU;2-S
Abstract
Let X(t) be a nonhomogeneous continuous-time Markov chain. Suppose tha t the intensity matrices of X(t) and some weakly or strongly ergodic M arkov chain X(t)BAR are close. Some sufficient conditions for weak and strong ergodicity of X(t) are given and estimates of the rate of conv ergence are proved. Queue-length for a birth and death process in the case of asymptotically proportional intensities is considered as an ex ample.