Journal of Mathematical Analysis and Applications ( IF 1.2 ) Pub Date : 2021-01-05 , DOI: 10.1016/j.jmaa.2020.124919 Zhi-Feng Wei
For continuous-time Markov chains, we provide criteria for non-ergodicity, non-algebraic ergodicity, non-exponential ergodicity and non-strong ergodicity. For discrete-time Markov chains, criteria for non-ergodicity, non-algebraic ergodicity and non-strong ergodicity are given. Our criteria are in terms of the existence of solutions to inequalities involving the Q-matrix (or transition matrix P in time-discrete case) of the chain. Meanwhile, these practical criteria are applied to some examples, including a special class of single birth processes and several multi-dimensional models.
中文翻译:
马尔可夫链的遍历性反问题
对于连续时间马尔可夫链,我们提供了非遍历性,非代数遍历性,非指数遍历性和非强遍历性的标准。对于离散时间马尔可夫链,给出了非遍历性,非代数遍历性和非强遍历性的准则。我们的标准是根据链的Q矩阵(或时间离散情况下的转换矩阵P)的不等式的解的存在性来确定的。同时,这些实用标准还应用于一些示例,包括一类特殊的单胎生育过程和几个多维模型。