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On strong ergodicity for nonhomogeneous continuous-time Markov chains
Authors:A I Zeifman  Dean L Isaacson
Institution:

Vologda State Pedagogical Institute, Vologda, Russia

Iowa State University, Ames, IA, USA

Abstract:Let X(t) be a nonhomogeneous continuous-time Markov chain. Suppose that the intensity matrices of X(t) and some weakly or strongly ergodic Markov chain Image (t) are close. Some sufficient conditions for weak and strong ergodicity of X(t) are given and estimates of the rate of convergence are proved. Queue-length for a birth and death process in the case of asymptotically proportional intensities is considered as an example.
Keywords:nonhomogeneous  continuous-time Markov chain  strong ergodicity  weak ergodicity  forward Kolmogorov system  differential equation in the space l1
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