Stability Estimates for Finite Homogeneous Continuous-time Markov Chains

DOI10.1137/S0040585X97981718MaRDI QIDQ5472383zbMATH OpenFDO

Authors Alexander Mitrophanov

Publication date 9 June 2006

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97981718

zbMATH Keywords

ergodicity coefficientexponential convergencespectral gapstability estimates under perturbationsstrongly accessible state

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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(26)

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• Empirical convergence rates for continuous-time Markov chains
• Unified speed estimation of various stabilities
• An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Stability of Markovian processes II: continuous-time processes and sampled chains
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• On certain average characteristics of finite continuous-time Markov chains
• SPECTRAL CONDITIONS FOR UNIFORM P-ERGODICITIES OF MARKOV OPERATORS ON ABSTRACT STATES SPACES
• Universal upper estimate for prediction errors under moderate model uncertainty
• Perturbation Bounds forM_t/M_t/NQueue with Catastrophes
• A subgeometric estimate of the stability for time-homogeneous Markov chains
• Uniform ergodicities of Markov semigroups on abstract states spaces
• Error bounds on practical approximation for two tandem queue with blocking and non-preemptive priority

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