Stationary distributions and ergodicity of reflection-type Markov chains (Q2170248)
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scientific article; zbMATH DE number 7578060
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| English | Stationary distributions and ergodicity of reflection-type Markov chains |
scientific article; zbMATH DE number 7578060 |
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Stationary distributions and ergodicity of reflection-type Markov chains (English)
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30 August 2022
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The paper considers a so-called reflection-type Markov chain (RTMC). This RTMC is usually used to characterize some process features in stochastic control and operations management. Regarding that this RTMC is the Feller chain, the existence of its stationary distributions is proved. Also, ergodicity of this RTMC is obtained by constructing the small set. Moreover, for the non-ergodic case, the system dynamics are completely described.
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Markov chain
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ergodicity
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stationary distribution
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Feller chain
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small set
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0.7738127708435059
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0.760858952999115
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0.7581813335418701
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0.7510306239128113
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