Continuous-time, constant causative Markov chains

DOI10.1016/0304-4149(87)90057-3MaRDI QIDQ1098175zbMATH OpenOpenAlexFDO

Authors Jean T. Johnson

Publication date 1987

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(87)90057-3

zbMATH Keywords

constant causative Markov chainintensity matricesirreducibility and ergodicitylong-run properties

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• scientific article; zbMATH DE number 3546564 (Why is no real title available?)
• scientific article; zbMATH DE number 3596005 (Why is no real title available?)
• scientific article; zbMATH DE number 3085440 (Why is no real title available?)
• A Matrix Approach to Nonstationary Chains
• Conditions for strong ergodicity using intensity matrices
• Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes
• Proportional intensities and strong ergodicity for Markov processes
• Strong ergodicity for continuous-time Markov chains
• The convergence of Markov chains with nonstationary transition probabilities and constant causative matrix
• The rate of convergence of certain nonhomogeneous Markov chains
• Uniform coupling of non-homogeneous Markov chains

Cited in

(3)

• Probabilistic causes in Markov chains
• Nonhomogeneous, continuous-time Markov chains defined by series of proportional intensity matrices
• Causative matrix technique for deriving interim period transition probabilities in nonstationary markov process

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