This work was supported in part by the'973'Project;the Research Fund for the Doctoral Program of Higher Education(Grant No.20010027007);the National Natural Science Foundation of China(Grant Nos.10121101 and 10301007);the National Natural Science Foundation of China for Distinguished Young Scholars(Grant No.10025105).
This paper studies the existence of the higher orders deviation matrices for continuous time Markov chains by the moments for the hitting times. An estimate of the polynomial convergence rates for the transition matri...
This work was supported in part by the 973 Project;the Research Fund for the Doctoral Program of Higher Education(Grant No.20010027007);the National Natural Science Foundation of China(Grant No,10121101); the National Natural Science Foundation of China for Distinguished Young Scholars(Grant No.10025105).
This paper studies the lergodicity for discrete-time recurrent Markov chains. It proves that thel-order deviation matrix exists and is finite if and only if the chain is (l+ 2)-ergodic, and then the algebraic decay ra...