Inverse Problems for Ergodicity of Markov Chains

Fuente: arXiv
Saved in:
Bibliographic Details
Main Author: Wei, Zhi-Feng
Format: Preprint
Published: 2020
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866914781718380544
author Wei, Zhi-Feng
author_facet Wei, Zhi-Feng
contents For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria are in terms of the existence of solutions to inequalities involving the $Q$-matrix (or transition matrix $P$ in time-discrete case) of the process. Meanwhile, these criteria are applied to some examples and provide "universal" treatment, including single birth processes and several multi-dimensional models.
format Preprint
id arxiv_https___arxiv_org_abs_2001_00134
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle Inverse Problems for Ergodicity of Markov Chains
Wei, Zhi-Feng
Probability
60J27, 60J10, 60J75, 82C22
For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria are in terms of the existence of solutions to inequalities involving the $Q$-matrix (or transition matrix $P$ in time-discrete case) of the process. Meanwhile, these criteria are applied to some examples and provide "universal" treatment, including single birth processes and several multi-dimensional models.
title Inverse Problems for Ergodicity of Markov Chains
topic Probability
60J27, 60J10, 60J75, 82C22
url https://arxiv.org/abs/2001.00134