Method of Lyapunov Functions for Analysis of Absorption and Explosion in Markov Chains

被引：5
作者：
Chow, P. -L. [1 ]
Khasminskii, R. Z. [1 ,2 ]
机构：
[1] Wayne State Univ, Detroit, MI 48202 USA
[2] Russian Acad Sci, Inst Informat Transmiss Problems, Moscow, Russia
来源：
PROBLEMS OF INFORMATION TRANSMISSION | 2011年 / 47卷 / 03期
关键词：
Markov Chain; Markov Process; Lyapunov Function; Information Transmission; Positive Probability;
D O I：
10.1134/S0032946011030033
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The main goal of this paper is to derive some sufficient conditions for testing the absorption, explosion, and nonexplosion of time-inhomogeneous Markov chains with a countable state space. The method of Lyapunov functions is used for this purpose. Several theorems concerned with such sufficient conditions are proved for a general class of Markov chains. Then they are applied to some problems in time-inhomogeneous birth-death processes and branching processes.
引用
收藏
页码：232 / 250
页数：19
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