The limit behaviour of imprecise continuous-time Markov chains

DOI10.1007/s00332-016-9328-3zbMath1373.60131arXiv1602.05478OpenAlexW3100682335MaRDI QIDQ525496

Jasper De Bock

Publication date: 4 May 2017

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.05478

zbMATH Keywords

convergenceergodicityMarkov chainlimiting distributioncontinuous timematrix exponentialimpreciselower transition operatorlower transition rate operator

Mathematics Subject Classification ID

Asymptotic theory of functional-differential equations (34K25) Ergodicity, mixing, rates of mixing (37A25) Stochastic functional-differential equations (34K50) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Related Items (5)

Markovian imprecise jump processes: extension to measurable variables, convergence theorems and algorithms ⋮ Imprecise continuous-time Markov chains ⋮ On nonlinear expectations and Markov chains under model uncertainty ⋮ Bounding inferences for large-scale continuous-time Markov chains: a new approach based on lumping and imprecise Markov chains ⋮ Normal cones corresponding to credal sets of lower probabilities

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