A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain

Autor:	Han-xing Wang, Mao-ning Tang, Jian-chao Fang, Rong-ming Wang
Rok vydání:	2003
Předmět:	Markov chain mixing time Markov chains Markov chain Applied Mathematics Strongly ergodic Mathematical analysis Absorbing Markov chain Markov renewal process Poisson distributions Balance equation Markov property Statistical physics Kolmogorov's criterion Analysis Mathematics Poisson limit theorem
Zdroj:	Journal of Mathematical Analysis and Applications. 277:722-730
ISSN:	0022-247X
DOI:	10.1016/s0022-247x(02)00367-0
Popis:	A strongly ergodic non-homogeneous Markov chain is considered in the paper. As an analog of the Poisson limit theorem for a homogeneous Markov chain recurring to small cylindrical sets, a Poisson limit theorem is given for the non-homogeneous Markov chain. Meanwhile, some interesting results about approximation independence and probabilities of small cylindrical sets are given.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df1f66ad028062779da07ae7cad57264 https://doi.org/10.1016/s0022-247x(02)00367-0 Zobrazit plný text záznamu Full Text from ScienceDirect