Geodesic
Estimates of stability for finite homogeneous continuous-time Markov chains
Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 2, pp. 371-379

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This paper obtains new stability estimates on infinite time interval and limit stability estimates for a finite homogeneous continuous-time Markov chain with a unique stationary distribution. The connection between the stability of the Markov chain under perturbation of the generator and the rate of convergence to stationarity is considered. Markov chains with a strongly accessible state are given special attention.
Keywords: continuous-time Markov chain, stability estimates under perturbations, ergodicity coefficient, exponential convergence, spectral gap, strongly accessible state. 
@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},
     publisher = {mathdoc},
     volume = {50},
     number = {2},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2005_50_2_a10/}
}
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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/