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.
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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 21, pp. 196–207, 2008
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Zeifman, A.I., Chegodaev, A.V. Convergence Rate Estimates for Countable Markov Chains with Absorption at Zero. J Math Sci 228, 592–600 (2018). https://doi.org/10.1007/s10958-017-3647-2
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DOI: https://doi.org/10.1007/s10958-017-3647-2