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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2005 Volume 50, Issue 2, Pages 371–379 (Mi tvp114)

This article is cited in 18 papers

Short Communications

Estimates of stability for finite homogeneous continuous-time Markov chains

A. Yu. Mitrofanov

Saratov State University named after N. G. Chernyshevsky

Abstract: This paper obtains new stability estimates on infinite time interval and limit stability estimates for a finite homogeneous continuous-time Markov chain with a unique stationary distribution. The connection between the stability of the Markov chain under perturbation of the generator and the rate of convergence to stationarity is considered. Markov chains with a strongly accessible state are given special attention.

Keywords: continuous-time Markov chain, stability estimates under perturbations, ergodicity coefficient, exponential convergence, spectral gap, strongly accessible state.

Received: 13.11.2001
Revised: 07.10.2004

DOI: 10.4213/tvp114


 English version:
Theory of Probability and its Applications, 2006, 50:2, 319–326

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