Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes
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Publication:2355252
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Cites work
- A note on exponential ergodicity and l-ergodicity of single birth processes
- Additive functionals for discrete-time Markov chains with applications to birth-death processes
- Applied Probability and Queues
- Asymptotic Formulas for Markov Processes with Applications to Simulation
- Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains
- Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
- Ergodic degrees for continuous-time Markov chains
- Explicit criteria for several types of ergodicity of the embedded M/G/1 and GI/M/n queues
- Exponential ergodicity for single-birth processes
- General state space Markov chains and MCMC algorithms
- scientific article; zbMATH DE number 41529 (Why is no real title available?)
- scientific article; zbMATH DE number 475325 (Why is no real title available?)
- scientific article; zbMATH DE number 2213966 (Why is no real title available?)
- Necessary conditions in limit theorems for cumulative processes.
- On the Markov chain central limit theorem
- Poisson's equation for discrete-time single-birth processes
- Poisson's equation for queues driven by a Markovian marked point process
- Poisson's equation for the recurrent M/G/1 queue
- Some single birth Q-matrices
- Spectral Theory for Skip-Free Markov Chains
- Strong ergodicity for single-birth processes
- Subgeometric ergodicity for continuous-time Markov chains
- Subgeometric rates of convergence for a class of continuous-time Markov process
- The variance constant for the actual waiting time of the PH/PH/1 queue
Cited in
(10)- Integral-type functionals of first hitting times for continuous-time Markov chains
- Kemeny's constant for countable Markov chains
- Augmented truncation approximations to the solution of Poisson's equation for Markov chains
- \(V\)-uniform ergodicity for fluid queues
- A shape theorem for a one-dimensional growing particle system with a bounded number of occupants per site
- On the central limit theorem for some birth and death processes
- The variance constant for continuous-time level dependent quasi-birth-and-death processes
- Error bounds for augmented truncation approximations of Markov chains via the perturbation method
- Uniqueness, recurrence and integral-type functionals for birth-death processes on trees
- Statistical inference for ergodic diffusion with Markovian switching
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