Stationary distributions and ergodicity of reflection-type Markov chains

DOI10.1016/J.SPL.2022.109597zbMATH Open1496.60085OpenAlexW4283791884MaRDI QIDQ2170248FDOQ2170248

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

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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)

Cites Work

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

Cited In (1)

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

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