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Strong ergodicity for continuous-time Markov chains

Published online by Cambridge University Press:  14 July 2016

Dean Isaacson  and
Barry Arnold
Dean Isaacson
Affiliation:
Iowa State University
Barry Arnold
Affiliation:
Iowa State University
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Abstract

The concept of strong ergodicity for discrete-time homogeneous Markov chains has been characterized in several ways (Dobrushin (1956), Lin (1975), Isaacson and Tweedie (1978)). In this paper the characterization using mean visit times (Huang and Isaacson (1977)) is extended to continuous-time Markov chains. From this it follows that for a certain subclass of continuous-time Markov chains, X(t), is strongly ergodic if and only if the associated embedded chain is Cesaro strongly ergodic.

Keywords

CONTINUOUS-TIME MARKOV CHAINSINTENSITY MATRIXSTRONG ERGODICITYMEAN VISIT TIMECESARO STRONG ERGODICITY
Type
Research Papers
Information
Journal of Applied Probability , Volume 15 , Issue 4 , December 1978 , pp. 699 - 706
Copyright
Copyright © Applied Probability Trust 1978 

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References

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