Stability and exponential convergence of continuous-time Markov chains

DOI10.1239/jap/1067436094zbMath1049.60069OpenAlexW2149437788MaRDI QIDQ4819509

Alexander Mitrophanov

Publication date: 27 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1067436094

zbMATH Keywords

eigenvaluesensitivity analysisMarkov chainspectral gapexponential convergenceperturbation boundsergodicity coefficient

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Inequalities involving eigenvalues and eigenvectors (15A42) Perturbations of ordinary differential equations (34D10) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

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Cites Work

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