Ergodic degrees for continuous-time Markov chains

被引：21

作者：

Mao, YH ^{[1
]}

机构：

[1] Beijing Normal Univ, Dept Math, Beijing 100875, Peoples R China

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS | 2004年 / 47卷 / 02期

关键词：

Markov chain; ergodic degree; hitting time; convergence to stationary;

D O I：

10.1360/02ys0306

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper studies the existence of the higher orders deviation matrices for continuous time Markov chains by the moments for the hitting times. An estimate of the polynomial convergence rates for the transition matrix to the stationary measure is obtained. Finally, the explicit formulas for birth-death processes are presented.

引用

页码：161 / 174

页数：14

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