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Ergodic degrees for continuous-time Markov chains

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Abstract

This paper studies the existence of the higher orders deviation matrices for continuous time Markov chains by the moments for the hitting times. An estimate of the polynomial convergence rates for the transition matrix to the stationary measure is obtained. Finally, the explicit formulas for birth-death processes are presented.

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Authors and Affiliations

  1. Department of Mathematics, Beijing Normal University, 100875, Beijing, China

    Yonghua Mao

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  1. Yonghua Mao
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Correspondence to Yonghua Mao.

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Mao, Y. Ergodic degrees for continuous-time Markov chains. Sci. China Ser. A-Math. 47, 161–174 (2004). https://doi.org/10.1360/02ys0306

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  • DOI: https://doi.org/10.1360/02ys0306

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