Additive functionals for discrete-time Markov chains with applications to birth-death processes

DOI10.1239/JAP/1324046010MaRDI QIDQ3108465zbMATH OpenOpenAlexFDO

Authors

Publication date 4 January 2012

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1324046010

zbMATH Keywords

additive functionalbirth-death processcentral limit theoremergodicity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Recommendations

• Integral-type functionals of first hitting times for continuous-time Markov chains
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Cites work

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• Asymptotic Formulas for Markov Processes with Applications to Simulation
• Augmented truncation approximations of discrete-time Markov chains
• General state space Markov chains and MCMC algorithms
• Geomatric ergodicity and quasi-stationarity in discrete-time birth-death processes
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
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Cited in

(12)

• Integral-type functionals of first hitting times for continuous-time Markov chains
• Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains
• Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes
• Poisson's equation for discrete-time single-birth processes
• scientific article; zbMATH DE number 5569352 (Why is no real title available?)
• scientific article; zbMATH DE number 4128195 (Why is no real title available?)
• The variance constant for continuous-time level dependent quasi-birth-and-death processes
• Limit theorems for some functionals with heavy tails of a discrete time Markov chain
• scientific article; zbMATH DE number 3285836 (Why is no real title available?)
• Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type
• Additive functionals for discrete-time single death chains
• Viterbi algorithms for hidden Markov models with partially visible states

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