On $L_1$-weak ergodicity of nonhomogeneous continuous-time Markov‎ ‎processes

نویسنده

چکیده مقاله:

‎In the present paper we investigate the $L_1$-weak ergodicity of‎ ‎nonhomogeneous continuous-time Markov processes with general state‎ ‎spaces‎. ‎We provide a necessary and sufficient condition for such‎ ‎processes to satisfy the $L_1$-weak ergodicity‎. ‎Moreover‎, ‎we apply‎ ‎the obtained results to establish $L_1$-weak ergodicity of quadratic‎ ‎stochastic processes‎.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

on $l_1$-weak ergodicity of nonhomogeneous continuous-time markov‎ ‎processes

‎in the present paper we investigate the $l_1$-weak ergodicity of‎ ‎nonhomogeneous continuous-time markov processes with general state‎ ‎spaces‎. ‎we provide a necessary and sufficient condition for such‎ ‎processes to satisfy the $l_1$-weak ergodicity‎. ‎moreover‎, ‎we apply‎ ‎the obtained results to establish $l_1$-weak ergodicity of quadratic‎ ‎stochastic processes‎.

متن کامل

Continuous Time Markov Processes on Graphs

We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we study “multi-person simple random walks” on a graph G with n vertices. There are n persons distributed randomly at the vertices of G. In each step of this di...

متن کامل

Tutorial on Structured Continuous-Time Markov Processes

A continuous-time Markov process (CTMP) is a collection of variables indexed by a continuous quantity, time. It obeys the Markov property that the distribution over a future variable is independent of past variables given the state at the present time. We introduce continuous-time Markov process representations and algorithms for filtering, smoothing, expected sufficient statistics calculations...

متن کامل

Ergodicity of Strong Markov Processes

We derive sufficient conditions for subgeometric f -ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial f -ergodicity in terms of a drift condition on the generator. Applications to specific processes are considered, including Langevin tempered diffusions on R...

متن کامل

Continuous time Markov decision processes

In this paper, we consider denumerable state continuous time Markov decision processes with (possibly unbounded) transition and cost rates under average criterion. We present a set of conditions and prove the existence of both average cost optimal stationary policies and a solution of the average optimality equation under the conditions. The results in this paper are applied to an admission con...

متن کامل

Monounireducible Nonhomogeneous Continuous Time Semi-Markov Processes Applied to Rating Migration Models

Monounireducible nonhomogeneous semiMarkov processes are defined and investigated. The monounireducible topological structure is a sufficient condition that guarantees the absorption of the semi-Markov process in a state of the process. This situation is of fundamental importance in the modelling of credit rating migrations because permits the derivation of the distribution function of the time...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ذخیره در منابع من قبلا به منابع من ذحیره شده

{@ msg_add @}


عنوان ژورنال

دوره 40  شماره 5

صفحات  1227- 1242

تاریخ انتشار 2014-10-01

با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023