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Title: Convergence Rate Estimates for Countable Markov Chains with Absorption at Zero

Abstract

Nonstationary countable Markov chains with continuous time and absorption at zero are considered. We study the convergence rate to the limit mode. As examples, we consider simple nonstationary random walks.

Authors:
;  [1]
  1. Vologda State University (Russian Federation)
Publication Date:
OSTI Identifier:
22771588
Resource Type:
Journal Article
Journal Name:
Journal of Mathematical Sciences
Additional Journal Information:
Journal Volume: 228; Journal Issue: 5; Conference: International seminar on stability problems for stochastic models, Zakopane (Poland), 31 May - 5 Jun 2009; Other Information: Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 1072-3374
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; CONVERGENCE; GRAPH THEORY; MARKOV PROCESS; RANDOMNESS

Citation Formats

Zeifman, A. I., E-mail: a-zeifman@mail.ru, and Chegodaev, A. V. Convergence Rate Estimates for Countable Markov Chains with Absorption at Zero. United States: N. p., 2018. Web. doi:10.1007/S10958-017-3647-2.
Zeifman, A. I., E-mail: a-zeifman@mail.ru, & Chegodaev, A. V. Convergence Rate Estimates for Countable Markov Chains with Absorption at Zero. United States. doi:10.1007/S10958-017-3647-2.
Zeifman, A. I., E-mail: a-zeifman@mail.ru, and Chegodaev, A. V. Thu . "Convergence Rate Estimates for Countable Markov Chains with Absorption at Zero". United States. doi:10.1007/S10958-017-3647-2.
@article{osti_22771588,
title = {Convergence Rate Estimates for Countable Markov Chains with Absorption at Zero},
author = {Zeifman, A. I., E-mail: a-zeifman@mail.ru and Chegodaev, A. V.},
abstractNote = {Nonstationary countable Markov chains with continuous time and absorption at zero are considered. We study the convergence rate to the limit mode. As examples, we consider simple nonstationary random walks.},
doi = {10.1007/S10958-017-3647-2},
journal = {Journal of Mathematical Sciences},
issn = {1072-3374},
number = 5,
volume = 228,
place = {United States},
year = {2018},
month = {2}
}