Stability and exponential convergence of continuous-time Markov chains

DOI10.1239/JAP/1067436094MaRDI QIDQ4819509zbMATH OpenOpenAlexFDO

Authors 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

Markov chainsensitivity analysiseigenvalueexponential convergencespectral gapperturbation boundsergodicity coefficient

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Inequalities; stochastic orderings (60E15) 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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• On limiting characteristics for a non-stationary two-processor heterogeneous system
• The robustness of democratic consensus
• Convergence rate estimation for the TKF91 model of biological sequence length evolution
• Perturbation analysis for continuous-time Markov chains
• Stability of regime-switching processes under perturbation of transition rate matrices
• Asymptotic expansions and inequalities in stability theorems for general Markov chains with relatively bounded perturbations
• Perturbation bounds for quantum Markov processes and their fixed points
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• Stability estimates of Markov semigroups on abstract states spaces
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• The spectral gap and perturbation bounds for reversible continuous-time Markov chains
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• Perturbation theory for Markov chains via Wasserstein distance
• Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
• Note on Zeifman's bounds on the rate of convergence for birth-death processes
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• The ODE method for stability of skip-free Markov chains with applications to MCMC

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