AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and sufficient condition for it to hold for an inhomogeneous Markov chain is given in terms of matrix products. A comparison to the situation for homogeneous chains is made. A final section discusses the better-known notion of strong ergodicity in relation to the geometric convergence rate
Let A1, A2,..., be commuting intensity matrices of homogeneous, continuous-time Markov chains. The i...
This paper gathers together different conditions which are all equivalent to geometric ergodicity of...
The goal of this paper is to give a short and self contained proof of general bounds for subgeometri...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
textabstractThis paper studies two properties of the set of Markov chains induced by the determinist...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
In this paper we give, in a more general context than previous studies, sufficient conditions for we...
It is known that the Dobrushin’s ergodicity coefficient is one of the effective tools to study the b...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
This paper investigates the convergence rate to the probability distribution of the embedded M/G/1 a...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
In the present work, we define such an ergodicity coefficient of a positive mapping defined on orde...
In the present work, we define such an ergodicity coefficient of a positive mapping defined on orde...
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of com...
The finiteness of the mean visit time to state j is used in the characterization of uniform strong e...
Let A1, A2,..., be commuting intensity matrices of homogeneous, continuous-time Markov chains. The i...
This paper gathers together different conditions which are all equivalent to geometric ergodicity of...
The goal of this paper is to give a short and self contained proof of general bounds for subgeometri...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
textabstractThis paper studies two properties of the set of Markov chains induced by the determinist...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
In this paper we give, in a more general context than previous studies, sufficient conditions for we...
It is known that the Dobrushin’s ergodicity coefficient is one of the effective tools to study the b...
We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The ...
This paper investigates the convergence rate to the probability distribution of the embedded M/G/1 a...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
In the present work, we define such an ergodicity coefficient of a positive mapping defined on orde...
In the present work, we define such an ergodicity coefficient of a positive mapping defined on orde...
New improved rates of convergence for ergodic homogeneous Markov chains are studied. Examples of com...
The finiteness of the mean visit time to state j is used in the characterization of uniform strong e...
Let A1, A2,..., be commuting intensity matrices of homogeneous, continuous-time Markov chains. The i...
This paper gathers together different conditions which are all equivalent to geometric ergodicity of...
The goal of this paper is to give a short and self contained proof of general bounds for subgeometri...