The perturbed non‐homogeneous Markov system in continuous time

P.‐C. G. Vassiliou and M. A. Symeonaki

Applied Stochastic Models and Data Analysis, 1997, vol. 13, issue 3‐4, 207-216

Abstract: In the present paper, we present the concept of a perturbed non‐homogeneous Markov system in continuous time. The expected population structure of the system is found and its asymptotic behaviour is provided under more realistic assumptions than in previous studies, by relaxing the assumption that the imbedded non‐homogeneous Markov chain of the NHMS converges to a homogeneous Markov chain. Finally we provide the variances and convariances of the state sizes and we find their asymptotic behaviour as t→∞ in closed analytic form. © 1998 John Wiley & Sons, Ltd.

Date: 1997
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https://doi.org/10.1002/(SICI)1099-0747(199709/12)13:3/43.0.CO;2-B

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:13:y:1997:i:3-4:p:207-216

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