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

2019/05/25 by Alexander Zeifman, Zeifman, A. I., Yacov Satin +3
Business, Management and Accounting · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1905.10507

openalex publication_date 2019/05/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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