@article{TVP_2005_50_2_a10,
author = {A. Yu. Mitrophanov},
title = {Estimates of stability for finite homogeneous continuous-time {Markov} chains},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {371--379},
year = {2005},
volume = {50},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2005_50_2_a10/}
}
A. Yu. Mitrophanov. Estimates of stability for finite homogeneous continuous-time Markov chains. Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 2, pp. 371-379. http://geodesic.mathdoc.fr/item/TVP_2005_50_2_a10/
[1] Kalashnikov V. V., Kachestvennyi analiz povedeniya slozhnykh sistem metodom probnykh funktsii, Nauka, M., 1978, 247 pp. | MR
[2] Andreev D. B., Elesin M. A., Krylov E. A., Kuznetsov A. V., Zeifman A. I., “On ergodicity and stability estimates for some nonhomogeneous Markov chains”, J. Math. Sci. (New York), 112:2 (2002), 4111–4118 | DOI | MR | Zbl
[3] Granovsky B. L., Zeifman A. I., “Nonstationary Markovian queues”, J. Math. Sci. (New York), 99:4 (2000), 1415–1438 | DOI | MR | Zbl
[4] Mitrophanov A. Yu., “Stability and exponential convergence of continuous-time Markov chains”, J. Appl. Probab., 40:4 (2003), 970–979 | DOI | MR | Zbl
[5] Zeifman A. I., “Stability for continuous-time nonhomogeneous Markov chains”, Lecture Notes in Math., 1155, 1985, 401–414 | MR | Zbl
[6] Zeifman A. I., “Stability of birth-and-death processes”, J. Math. Sci. (New York), 91:3 (1998), 3023–3031 | DOI | MR
[7] Zeifman A. I., Isaacson D. L., “On strong ergodicity for nonhomogeneous continuous-time Markov chains”, Stochastic Process. Appl., 50:2 (1994), 263–273 | DOI | MR | Zbl
[8] Zeifman A. I., “Ob ustoichivosti neodnorodnykh markovskikh tsepei s nepreryvnym vremenem”, Izv. vuzov, matem., 1991, no. 7, 33–39 | MR
[9] Anisimov V. V., Tairov M. F., “Otsenki sblizheniya perekhodnykh kharakteristik markovskikh tsepei”, Tezisy dokladov IV Mezhdunarodnoi Vilnyusskoi konferentsii po teorii veroyatnostei i matematicheskoi statistike, v. 1, IMK AN LitSSR, Vilnyus, 1985, 28–29 pp.
[10] Anisimov V. V., Sluchainye protsessy s diskretnoi komponentoi. Predelnye teoremy, Vischa shkola, 1988, 184 pp. | MR | Zbl
[11] Anisimov V. V., “Otsenki otklonenii perekhodnykh kharakteristik neodnorodnykh markovskikh protsessov”, Ukr. matem. zhurn., 40:6 (1988), 699–704 | MR
[12] Zhakod Zh., Shiryaev A. N., Predelnye teoremy dlya sluchainykh protsessov, v. 1, Fizmatlit, M., 1994, 544 pp. | MR
[13] Cho G. E., Meyer C. D., “Comparison of perturbation bounds for the stationary distribution of a Markov chain”, Linear Algebra Appl., 335 (2001), 137–150 | DOI | MR | Zbl
[14] Seneta E., “Explicit forms for ergodicity coefficients and spectrum localization”, Linear Algebra Appl., 60 (1984), 187–197 | DOI | MR | Zbl
[15] Funderlic R. E., Meyer C. D. Jr., “Sensitivity of the stationary distribution vector for an ergodic Markov chain”, Linear Algebra Appl., 76 (1986), 1–17 | DOI | MR | Zbl
[16] Dobrushin R. L., “Tsentralnaya predelnaya teorema dlya neodnorodnykh tsepei Markova. II”, Teoriya veroyatn. i ee primen., 1:4 (1956), 365–425 | Zbl
[17] Alberts B., Brei D., Lyuis Dzh., Reff M., Roberts K., Uotson Dzh., Molekulyarnaya biologiya kletki, v. 2, Mir, M., 1994, 539 pp.
[18] Van Kampen N. G., Stokhasticheskie protsessy v fizike i khimii, Vysshaya shkola, M., 1990, 376 pp. | Zbl
[19] Seneta E., “Sensitivity to perturbation of the stationary distribution: Some refinements”, Linear Algebra Appl., 108 (1988), 121–126 | DOI | MR | Zbl
[20] Granovsky B. L., Zeifman A. I., “The $N$-limit of spectral gap of a class of birth-death Markov chains”, Appl. Stoch. Models Bus. Ind., 16:4 (2000), 235–248 | 3.0.CO;2-S class='badge bg-secondary rounded-pill ref-badge extid-badge'>DOI | MR | Zbl
[21] Seneta E., “Coefficients of ergodicity: Structure and applications”, Adv. Appl. Probab., 11 (1979), 576–590 | DOI | MR | Zbl
[22] Meyer C. D. Jr., “The role of the group generalized inverse in the theory of finite Markov chains”, SIAM Rev., 17:3 (1975), 443–464 | DOI | MR | Zbl
[23] Seneta E., “Sensitivity of finite Markov chains under perturbation”, Statist. Probab. Lett., 17:2 (1993), 163–168 | DOI | MR | Zbl