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Quasi-ergodicity for non-homogeneous continuous-time Markov chains

Published online by Cambridge University Press:  14 July 2016

A. I. Zeifman
A. I. Zeifman*
Affiliation:
Vologda State Pedagogical Institute
*
∗Postal address: Vologda State Pedagogical Institute, S. Orlova 6, 160600 Vologda, USSR.
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Abstract

We consider a non-homogeneous continuous-time Markov chain X(t) with countable state space. Definitions of uniform and strong quasi-ergodicity are introduced. The forward Kolmogorov system for X(t) is considered as a differential equation in the space of sequences l1. Sufficient conditions for uniform quasi-ergodicity are deduced from this equation. We consider conditions of uniform and strong ergodicity in the case of proportional intensities.

Keywords

FORWARD KOLMOGOROV SYSTEMDIFFERENTIAL EQUATION IN l1 SPACEERGODICITYBIRTH-AND-DEATH PROCESS
Type
Short Communications
Information
Journal of Applied Probability , Volume 26 , Issue 3 , September 1989 , pp. 643 - 648
Copyright
Copyright © Applied Probability Trust 1989 

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