Integral-type functionals of first hitting times for continuous-time Markov chains

被引：2
作者：
Liu, Yuanyuan [1 ]
Song, Yanhong [2 ]
机构：
[1] Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China
[2] Zhongnan Univ Econ & Law, Sch Stat & Math, Wuhan 430073, Hubei, Peoples R China
来源：
FRONTIERS OF MATHEMATICS IN CHINA | 2018年 / 13卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Integral-type functional; continuous-time Markov chain (CTMC); subexponential ergodicity; birth-death process; central limit theorem (CLT); SINGLE-BIRTH PROCESSES; DEATH PROCESSES; SUBGEOMETRIC ERGODICITY; VARIANCE CONSTANT; LIMIT-THEOREMS; CONVERGENCE; RATES;
D O I：
10.1007/s11464-018-0700-5
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The connection between the subexponential integral-type functionals and the subexponential ergodicity is established. Moreover, these results are applied to the birth-death processes. Polynomial integral-type functionals and polynomial ergodicity are studied, and a sufficient criterion for a central limit theorem is also presented.
引用
收藏
页码：619 / 632
页数：14
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