A note on the convergence of probability functions of Markov chains

zbMATH Open1379.60085MaRDI QIDQ2860799FDOQ2860799

Authors: J. Baczynski, Marcelo Dutra Fragoso 

Publication date: 11 November 2013

Published in: Markov Processes and Related Fields (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 3928044
• scientific article; zbMATH DE number 1264113
• On the convergence of transition functions
• scientific article; zbMATH DE number 3988401
• On the study of forward Kolmogorov system and the corresponding problems for inhomogeneous continuous-time Markov chains

zbMATH Keywords

Markov chainsKolmogorov forward equationprobability transition matrix function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (10)

• Title not available (Why is that?)
• Permanental sequences related to a Markov chain example of Kolmogorov
• On the study of forward Kolmogorov system and the corresponding problems for inhomogeneous continuous-time Markov chains
• On the convergence of transition functions
• Kolmogorov forward equation and explosiveness in countable state Markov processes
• Some functional inequalities and the rate of convergence of Markov chains to the boundary
• Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise
• Convergence parameter associated with a Markov chain and a family of functions
• Convergence of Markov chains in the relative supremum norm
• Title not available (Why is that?)

This page was built for publication: A note on the convergence of probability functions of Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2860799)