On Certain Average Characteristics of Finite Continuous-Time Markov Chains

On Certain Average Characteristics of Finite Continuous-Time Markov Chains

We consider a nonhomogeneous continuous-time Markov chain with finite phase space and 1-periodic intensities. The behavior of two important characteristics of the process is studied, namely, we obtain the bounds on the rate of convergence to the limiting mean and to double mean. Some examples of int...

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Bibliographic Details
Published in:Journal of mathematical sciences (New York, N.Y.) Vol. 205; no. 1; pp. 100 - 104
Main Authors: Satin, Ya. A., Zeifman, A. I.
Format: Journal Article
Language:English
Published: Boston Springer US 04-02-2015
Springer
Subjects:
Markov processes
Mathematics
Mathematics and Statistics
Death Process
Intensity Matrix
Homogeneous Markov Chain
Average Characteristic
Limit Mode
Online Access:Get full text
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Summary:We consider a nonhomogeneous continuous-time Markov chain with finite phase space and 1-periodic intensities. The behavior of two important characteristics of the process is studied, namely, we obtain the bounds on the rate of convergence to the limiting mean and to double mean. Some examples of introduced values analysis are considered.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-015-2234-7