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

DOI10.1007/S11464-018-0700-5MaRDI QIDQ1787121zbMATH OpenOpenAlexWikidataFDO

Authors G. Richomme

Publication date 4 October 2018

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-018-0700-5

zbMATH Keywords

birth-death processcentral limit theorem (CLT)continuous-time Markov chain (CTMC)integral-type functionalsubexponential ergodicity

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

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Cites work

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• scientific article; zbMATH DE number 2133327 (Why is no real title available?)
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Cited in

(11)

• Integrals for continuous-time Markov chains.
• Moments of integral-type downward functionals for single death processes
• Purely excessive functions and hitting times of continuous-time branching processes
• Polynomial ergodicity of Markov transition kernels.
• Additive functionals for discrete-time Markov chains with applications to birth-death processes
• First hitting time of integral diffusions and applications
• scientific article; zbMATH DE number 4050809 (Why is no real title available?)
• First exit times for integer valued continuous time markov chains
• Central limit theorem for hitting times of functionals of Markov jump processes
• Additive functionals for discrete-time single death chains
• Uniqueness, recurrence and integral-type functionals for birth-death processes on trees

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