On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains

A.I. Zeifman, Y.A. Satin and K.M. Kiseleva

Statistics & Probability Letters, 2020, vol. 161, issue C

Abstract: We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of convergence for such class of Markov chains.

Keywords: Continuous-time Markov chains; Inhomogeneous Markov chains; Sharp upper bounds; Rate of convergence; Regular structure; Queueing models (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108730

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