Structural properties of Markov chains with weak and strong interactions (Q1275960): Difference between revisions
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English | Structural properties of Markov chains with weak and strong interactions |
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Structural properties of Markov chains with weak and strong interactions (English)
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14 January 1999
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A class of Markov chains with finite number of states and continuous time parameter is examined. Their generators are in the form \(\varepsilon ^{-1}A(t)+B(t)\) where the block-diagonal matrix function \(A(t)\) corresponds to the fast motion and \(B(t)\) governs the slow components. When \(\varepsilon \) tends to zero, the asymptotic behaviour is described in the \(L_2\) and weak topologies. The idea is to approximate by an aggregate process and to work out error bounds.
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Markov chains
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weak and strong interactions
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weak convergence
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weak irreducibility
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quasi-stationary distribution
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