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 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 matrix to the stationary measure is obtained. Finally, the explicit formulas for birth-death processes are presented.展开更多
基金This work was supported in part by the'973'Projectthe Research Fund for the Doctoral Program of Higher Education(Grant No.20010027007)+1 种基金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).
文摘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 matrix to the stationary measure is obtained. Finally, the explicit formulas for birth-death processes are presented.
