Abstract

In this paper, we investigate computable lower bounds for the best strongly ergodic rate of convergence of the transient probability distribution to the stationary distribution for stochastically monotone continuous-time Markov chains and reversible ones, using a drift function and the expectation of the first hitting time on some state. We apply these results to birth-death processes, branching processes and population processes. doi:10.1017/S1446181108000114

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.