Perturbations of continuous-time Markov chains

DOI10.1016/J.SPL.2017.01.018MaRDI QIDQ2407759zbMATH OpenOpenAlexFDO

Authors Pei-Sen Li

Publication date 6 October 2017

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

Full work available at URL https://arxiv.org/abs/1611.01254

zbMATH Keywords

continuous-time Markov chainFeller minimal transition functionintegration by parts formulaperturbationregularity

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition functions.

Cites work

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Cited in

(9)

• On the perturbation of Markov chains with nearly transient states
• A note on entrywise perturbation theory for Markov chains
• A perturbation analysis of Markov chains models with time-varying parameters
• Perturbed Markov chains with damping component
• Perturbation analysis of inhomogeneous finite Markov chains
• scientific article; zbMATH DE number 1113626 (Why is no real title available?)
• scientific article; zbMATH DE number 1958513 (Why is no real title available?)
• Ergodicity coefficient and perturbation bounds for continuous-time Markov chains
• Perturbation analysis of continuous‐time absorbing Markov chains

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