Stationary distributions and ergodicity of reflection-type Markov chains

DOI10.1016/J.SPL.2022.109597MaRDI QIDQ2170248zbMATHOpenAlexFDO

Authors Minwen Niu, Dacheng Yao, Yu Jie Liu, Hanqin Zhang

Publication date 30 August 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109597

zbMATH Keywords

ergodicityMarkov chainstationary distributionFeller chainsmall set

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Discrete-time Markov processes on general state spaces (60J05) Inventory, storage, reservoirs (90B05) Transportation, logistics and supply chain management (90B06)

Recommendations

• Ergodicity for the \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chain
• On the Ergodicity of Slow-Varying Nonstationary Markov Chains
• Several Types of Ergodicity for M/G/1-Type Markov Chains and Markov Processes
• Characterization of stationary distributions of reflected diffusions
• Publication:3476082

Cites work

• An introduction to stochastic modeling.
• Are Base-Stock Policies Optimal in Inventory Problems with Multiple Delivery Modes?
• Ergodicity of a bounded Markov chain with attractiveness towards the centre
• Markov Chains and Stochastic Stability
• Random motions, classes of ergodic Markov chains and beta distributions
• Stationary distributions in the atom-on-demand problem
• The stationary probability density of a class of bounded Markov processes

Cited in

(1)

• Explicit stationary distribution of the \((L,1)\)-reflecting random walk on the half line

This page was built for publication: Stationary distributions and ergodicity of reflection-type Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2170248)