Conditions of the ergodicity of some continuous-time Markov processes close to birth-and-death processes with proportional intensities are studied.
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*Research supported by the Russian Foundation for Basic Research, project No. 01–01–00644.
Proceedings of the XXVI International Seminar on Stability Problems for Stochastic Models, Sovata-Bai, Romania, August 27 – September 2, 2006.
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Elesin, M.A., Kuznetsov, A.V. & Zeifman, A.I. On the Ergodicity of some Continuous-Time Markov Processes*. J Math Sci 196, 43–49 (2014). https://doi.org/10.1007/s10958-013-1633-x
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DOI: https://doi.org/10.1007/s10958-013-1633-x
Keywords
- Markov Chain
- Intensity Matrix
- Proportional Intensity
- Logarithmic Norm
- Vologda Oblast