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arXiv · 1905.10507

On Obtaining Sharp Bounds of the Rate of Convergence for a Class of Continuous-Time Markov Chains

A. I. Zeifman·Y. A. Satin·K. M. Kiseleva
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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.

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A. I. Zeifman, Y. A. Satin, K. M. Kiseleva. 2019-05-25. On Obtaining Sharp Bounds of the Rate of Convergence for a Class of Continuous-Time Markov Chains. https://arxiv.org/abs/1905.10507

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