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1 results

  • Conditions for strong ergodicity using intensity matrices

  • Jean Johnson, Dean Isaacson
  • Journal:
    Journal of Applied Probability / Volume 25 / Issue 1 / March 1988
    Published online by Cambridge University Press:
    14 July 2016, pp. 34-42
    Print publication:
    March 1988

  • Sufficient conditions for strong ergodicity of discrete-time non-homogeneous Markov chains have been given in several papers. Conditions have been given using the left eigenvectors ψn of Pn(ψ nPn = ψ n) and also using the limiting behavior of Pn. In this paper we consider the analogous results in the case of continuous-time Markov chains where one uses the intensity matrices Q(t) instead of P(s, t). A bound on the rate of convergence of certain strongly ergodic chains is also given.